+56.5%
SHW vs UPST
-14.4%
+70.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.9% |
| 7D | +1.6% | +4.4% | -2.8% | +1.3% |
| 30D | +12.1% | -7.7% | +19.8% | +12.6% |
| 3M | -3.0% | -28.4% | +25.5% | -1.1% |
| 6M | +13.5% | -23.2% | +36.7% | +15.1% |
| YTD | +11.2% | -49.1% | +60.4% | +15.0% |
| 1Y | +6.2% | -42.4% | +48.6% | +8.8% |
| 3Y | +45.6% | +5.4% | +40.3% | +37.6% |
| 5Y | +15.6% | -92.9% | +108.5% | +10.1% |
| All | +56.5% | -14.4% | +70.9% | +41.7% |
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 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