+691.3%
WFC vs UPS
+270.5%
+420.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.1% |
| 7D | +1.7% | -0.6% | +2.3% | +2.0% |
| 30D | +6.8% | +16.4% | -9.6% | -2.7% |
| 3M | -3.0% | +7.9% | -10.9% | -7.9% |
| 6M | +15.4% | +15.8% | -0.4% | +4.0% |
| YTD | -5.9% | +16.6% | -22.5% | -16.5% |
| 1Y | +1.7% | +22.3% | -20.6% | -12.6% |
| 3Y | +124.9% | -6.2% | +131.1% | +114.3% |
| 5Y | +90.5% | -34.4% | +124.9% | +123.5% |
| 10Y | +117.8% | +41.7% | +76.2% | +35.7% |
| All | +691.3% | +270.5% | +420.7% | +162.9% |
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