+38.8%
ITW vs UPST
-92.3%
+131.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.7% | +1.0% |
| 7D | +0.5% | -4.5% | +5.0% | +0.8% |
| 30D | +9.1% | -15.3% | +24.4% | +10.1% |
| 3M | -1.6% | -32.4% | +30.9% | +0.8% |
| 6M | +14.5% | -29.5% | +44.0% | +16.6% |
| YTD | +19.2% | -53.3% | +72.5% | +24.0% |
| 1Y | +20.9% | -47.4% | +68.3% | +24.6% |
| 3Y | +33.1% | -2.2% | +35.3% | +24.3% |
| All | +38.8% | -92.3% | +131.1% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling