+30.3%
GWW vs UPST
-59.7%
+90.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | +1.1% | -13.2% | +14.3% | +1.9% |
| 3M | -1.0% | -13.0% | +12.0% | -0.3% |
| 6M | +16.3% | -2.9% | +19.2% | +15.2% |
| YTD | +28.5% | -38.3% | +66.8% | +31.9% |
| 1Y | +30.3% | -60.5% | +90.7% | +38.3% |
| All | +30.3% | -59.7% | +90.0% | +38.3% |
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