+135.9%
WMT vs UPS
-34.8%
+170.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -7.4% | -2.0% | -5.5% | -7.2% |
| 3M | -10.9% | -6.2% | -4.6% | -10.1% |
| 6M | -12.7% | +2.8% | -15.5% | -13.5% |
| YTD | -3.2% | +5.9% | -9.1% | -4.7% |
| 1Y | +5.3% | +26.2% | -21.0% | +0.3% |
| 3Y | +101.9% | -26.0% | +127.9% | +108.1% |
| All | +135.9% | -34.8% | +170.7% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling