+19.8%
CDW vs UPST
-47.4%
+67.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +2.6% | -12.1% | +14.6% | +5.9% |
| 30D | +20.4% | -13.4% | +33.8% | +24.7% |
| 3M | +28.5% | -31.2% | +59.7% | +39.6% |
| 6M | +70.6% | -28.3% | +98.9% | +82.9% |
| YTD | +29.1% | -53.0% | +82.1% | +46.7% |
| All | +19.8% | -47.4% | +67.2% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling