+38.1%
CDW vs UPST
-21.5%
+59.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +3.5% |
| 7D | +13.1% | -4.5% | +17.6% | +13.5% |
| 30D | +19.1% | -15.3% | +34.4% | +20.6% |
| 3M | +24.7% | -32.4% | +57.2% | +28.4% |
| 6M | +63.4% | -29.5% | +92.9% | +67.2% |
| YTD | +26.3% | -53.3% | +79.6% | +32.5% |
| 1Y | +20.6% | -47.4% | +67.9% | +25.3% |
| 3Y | -16.3% | -2.2% | -14.1% | -19.5% |
| 5Y | -3.9% | -92.0% | +88.1% | -5.5% |
| All | +38.1% | -21.5% | +59.6% | +29.0% |
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