+51.5%
ITW vs UPST
+7.9%
+43.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | -3.6% | -3.5% | 0.0% | -3.4% |
| 30D | -9.1% | -7.1% | -2.0% | -8.9% |
| 3M | +8.2% | -13.1% | +21.3% | +8.8% |
| 6M | -4.8% | -1.1% | -3.7% | -5.2% |
| YTD | +11.0% | -35.9% | +46.9% | +12.7% |
| 1Y | +4.2% | -57.4% | +61.7% | +7.7% |
| 3Y | +17.3% | -14.9% | +32.1% | +12.7% |
| 5Y | +33.0% | -88.7% | +121.7% | +26.2% |
| All | +51.5% | +7.9% | +43.6% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling