-16.3%
UPST vs BBWI
-43.7%
+27.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.9% |
| 7D | -3.5% | +1.5% | -5.1% | -4.2% |
| 30D | -7.1% | -5.2% | -1.9% | -5.6% |
| 3M | -13.1% | +11.1% | -24.2% | -18.1% |
| 6M | -1.1% | -13.4% | +12.3% | +2.7% |
| YTD | -35.9% | +0.1% | -36.0% | -38.2% |
| 1Y | -57.4% | -36.1% | -21.3% | -49.4% |
| All | -16.3% | -43.7% | +27.5% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling