-3.9%
CDW vs UPST
-91.6%
+87.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +3.7% |
| 7D | +13.1% | -4.5% | +17.6% | +13.6% |
| 30D | +19.1% | -15.3% | +34.4% | +21.0% |
| 3M | +24.7% | -32.4% | +57.2% | +29.4% |
| 6M | +63.4% | -29.5% | +92.9% | +68.3% |
| YTD | +26.3% | -53.3% | +79.6% | +34.2% |
| 1Y | +20.6% | -47.4% | +67.9% | +26.6% |
| 3Y | -16.3% | -2.2% | -14.1% | -21.1% |
| 5Y | -3.9% | -92.0% | +88.1% | +3.6% |
| All | -3.9% | -91.6% | +87.7% | +3.6% |
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 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