+27.4%
WMT vs UPS
+29.9%
-2.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.3% | +2.8% |
| 7D | +8.8% | +8.2% | +0.5% | +7.7% |
| 30D | +22.9% | +22.7% | +0.2% | +20.1% |
| 3M | +16.1% | +6.4% | +9.6% | +14.7% |
| 6M | -0.5% | +22.6% | -23.1% | -3.7% |
| YTD | +16.7% | +20.7% | -4.0% | +13.9% |
| 1Y | +27.4% | +30.6% | -3.3% | +25.2% |
| All | +27.4% | +29.9% | -2.6% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling