+48.0%
ITW vs UPST
-0.4%
+48.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.5% |
| 7D | -1.9% | -8.1% | +6.2% | -1.5% |
| 30D | -10.4% | -14.3% | +3.9% | -9.7% |
| 3M | +3.5% | -16.6% | +20.2% | +4.3% |
| 6M | -3.4% | -7.3% | +3.9% | -3.5% |
| YTD | +8.5% | -40.8% | +49.3% | +10.6% |
| 1Y | +3.2% | -62.4% | +65.7% | +7.4% |
| 3Y | +18.9% | -15.3% | +34.2% | +14.3% |
| 5Y | +35.0% | -91.1% | +126.1% | +28.8% |
| All | +48.0% | -0.4% | +48.5% | +37.9% |
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