-78.3%
CHWY vs UPST
-1.6%
-76.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.4% |
| 7D | -13.6% | -8.8% | -4.8% | -12.2% |
| 30D | -8.5% | -12.1% | +3.5% | -6.6% |
| 3M | +8.9% | -19.5% | +28.4% | +12.7% |
| 6M | -20.5% | -6.8% | -13.6% | -20.4% |
| YTD | -38.2% | -41.5% | +3.3% | -33.5% |
| 1Y | -43.3% | -58.9% | +15.6% | -36.0% |
| 3Y | -8.5% | -15.2% | +6.6% | -21.2% |
| 5Y | -72.7% | -90.5% | +17.8% | -74.6% |
| All | -78.3% | -1.6% | -76.7% | -83.8% |
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 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