-33.6%
UPST vs BBWI
-23.4%
-10.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +1.4% |
| 7D | -10.6% | +0.1% | -10.8% | -10.6% |
| 30D | -14.0% | +12.9% | -26.9% | -19.2% |
| 3M | -36.8% | +16.0% | -52.8% | -42.6% |
| 6M | -27.5% | +16.6% | -44.1% | -35.2% |
| YTD | -55.3% | +9.7% | -65.0% | -59.8% |
| 1Y | -47.5% | +1.5% | -49.0% | -52.2% |
| 3Y | -10.4% | -21.4% | +10.9% | -12.6% |
| 5Y | -92.6% | -67.6% | -25.0% | -89.7% |
| All | -33.6% | -23.4% | -10.3% | -13.6% |
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