-4.8%
UPST vs BBWI
-30.1%
+25.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -3.1% |
| 7D | -3.5% | +1.5% | -5.1% | -4.3% |
| 30D | -7.1% | -5.2% | -1.9% | -5.5% |
| 3M | -13.1% | +11.1% | -24.2% | -19.1% |
| 6M | -1.1% | -13.4% | +12.3% | +2.5% |
| YTD | -35.9% | +0.1% | -36.0% | -39.1% |
| 1Y | -57.4% | -36.1% | -21.3% | -49.4% |
| 3Y | -14.9% | -44.1% | +29.2% | +2.3% |
| 5Y | -88.7% | -66.2% | -22.4% | -83.4% |
| All | -4.8% | -30.1% | +25.3% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling