+98.6%
ACWI vs UPST
+7.9%
+90.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.5% | -3.5% | +4.0% | +0.7% |
| 30D | +0.9% | -7.1% | +8.0% | +1.2% |
| 3M | +2.4% | -13.1% | +15.5% | +3.1% |
| 6M | +12.4% | -1.1% | +13.5% | +12.0% |
| YTD | +15.2% | -35.9% | +51.0% | +17.3% |
| 1Y | +22.7% | -57.4% | +80.1% | +27.4% |
| 3Y | +75.8% | -14.9% | +90.7% | +68.9% |
| 5Y | +67.7% | -88.7% | +156.4% | +60.4% |
| All | +98.6% | +7.9% | +90.7% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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