+99.2%
WMT vs UPS
-26.6%
+125.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | -6.4% | -2.7% | -3.7% | -6.2% |
| 3M | -12.1% | -1.6% | -10.5% | -12.1% |
| 6M | -15.0% | +2.3% | -17.3% | -15.5% |
| YTD | -4.5% | +5.6% | -10.1% | -5.4% |
| 1Y | +6.2% | +27.1% | -20.9% | +2.9% |
| All | +99.2% | -26.6% | +125.7% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling