+96.3%
GWW vs UPST
-11.9%
+108.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | +3.3% | -7.1% | +10.4% | +3.6% |
| 3M | +2.9% | -13.1% | +16.0% | +3.5% |
| 6M | +15.8% | -1.1% | +16.9% | +15.2% |
| YTD | +32.0% | -35.9% | +67.9% | +34.3% |
| 1Y | +29.9% | -57.4% | +87.3% | +34.8% |
| All | +96.3% | -11.9% | +108.3% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling