+34.2%
CDW vs UPST
-14.4%
+48.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.7% |
| 7D | +9.3% | +4.4% | +4.9% | +9.0% |
| 30D | +15.8% | -7.7% | +23.5% | +16.5% |
| 3M | +21.8% | -28.4% | +50.2% | +24.8% |
| 6M | +58.8% | -23.2% | +81.9% | +61.6% |
| YTD | +22.8% | -49.1% | +71.9% | +28.0% |
| 1Y | +17.9% | -42.4% | +60.3% | +21.8% |
| 3Y | -17.4% | +5.4% | -22.8% | -21.0% |
| 5Y | -5.7% | -92.9% | +87.2% | -7.5% |
| All | +34.2% | -14.4% | +48.7% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling