-8.4%
UPST vs BBWI
-32.3%
+23.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -2.2% |
| 7D | -1.5% | +1.6% | -3.1% | -2.3% |
| 30D | -13.2% | -6.2% | -7.0% | -11.2% |
| 3M | -13.0% | +4.3% | -17.3% | -16.3% |
| 6M | -2.9% | -7.2% | +4.3% | -3.1% |
| YTD | -38.3% | -3.0% | -35.3% | -40.5% |
| 1Y | -60.5% | -30.8% | -29.7% | -55.1% |
| 3Y | -11.7% | -43.4% | +31.7% | +5.0% |
| 5Y | -90.2% | -66.7% | -23.4% | -85.4% |
| All | -8.4% | -32.3% | +23.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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