-18.9%
CDW vs UPST
-88.8%
+69.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +3.2% | -3.5% | +6.7% | +3.5% |
| 30D | +9.3% | -7.1% | +16.4% | +10.0% |
| 3M | +9.8% | -13.1% | +22.9% | +11.0% |
| 6M | +23.3% | -1.1% | +24.4% | +23.0% |
| YTD | +13.7% | -35.9% | +49.5% | +17.1% |
| 1Y | -6.5% | -57.4% | +50.9% | -0.8% |
| 3Y | -25.2% | -14.9% | -10.4% | -29.3% |
| All | -18.9% | -88.8% | +69.9% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling