+290.2%
GWW vs UPST
-24.8%
+314.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +3.6% | -10.6% | +14.2% | +4.0% |
| 30D | +12.1% | -14.0% | +26.1% | +12.8% |
| 3M | +12.9% | -36.8% | +49.7% | +15.0% |
| 6M | +19.3% | -27.5% | +46.8% | +20.6% |
| YTD | +48.7% | -55.3% | +104.0% | +52.9% |
| 1Y | +60.5% | -47.5% | +108.1% | +63.7% |
| 3Y | +93.3% | -10.4% | +103.7% | +87.6% |
| 5Y | +219.0% | -92.6% | +311.6% | +209.7% |
| All | +290.2% | -24.8% | +314.9% | +261.7% |
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