-2.3%
SW vs UPST
-88.8%
+86.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -5.1% | -3.5% | -1.6% | -4.8% |
| 30D | -4.6% | -7.1% | +2.5% | -4.0% |
| 3M | +9.4% | -13.1% | +22.5% | +10.5% |
| 6M | +3.5% | -1.1% | +4.6% | +3.1% |
| YTD | +22.0% | -35.9% | +57.9% | +25.1% |
| 1Y | +2.2% | -57.4% | +59.6% | +7.7% |
| 3Y | +19.6% | -14.9% | +34.5% | +14.3% |
| All | -2.3% | -88.8% | +86.5% | -2.2% |
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