+706.8%
WFC vs UPS
+237.3%
+469.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.2% |
| 7D | +1.1% | -2.1% | +3.2% | +2.4% |
| 30D | +0.8% | -2.3% | +3.1% | +2.1% |
| 3M | +9.3% | -5.2% | +14.5% | +11.9% |
| 6M | +10.6% | +1.4% | +9.2% | +7.8% |
| YTD | -4.1% | +6.1% | -10.2% | -9.5% |
| 1Y | +13.6% | +27.0% | -13.4% | -4.9% |
| 3Y | +130.7% | -25.9% | +156.7% | +155.8% |
| 5Y | +126.7% | -34.6% | +161.3% | +164.3% |
| 10Y | +132.1% | +36.2% | +96.0% | +47.8% |
| All | +706.8% | +237.3% | +469.5% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling