-93.5%
UPST vs BBWI
-67.9%
-25.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | +0.7% |
| 7D | -4.9% | -6.2% | +1.3% | -1.4% |
| 30D | -8.9% | +19.9% | -28.8% | -18.3% |
| 3M | -26.3% | +7.1% | -33.5% | -30.7% |
| 6M | -23.7% | +13.7% | -37.4% | -31.8% |
| YTD | -49.9% | +9.6% | -59.5% | -55.8% |
| 1Y | -42.0% | -1.6% | -40.3% | -46.9% |
| 3Y | -25.3% | -25.9% | +0.6% | -27.3% |
| All | -93.5% | -67.9% | -25.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling