-8.4%
UPST vs BWA
+114.5%
-123.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -2.5% |
| 7D | -1.5% | +4.3% | -5.8% | -4.4% |
| 30D | -13.2% | -2.9% | -10.3% | -11.7% |
| 3M | -13.0% | -12.4% | -0.5% | -5.3% |
| 6M | -2.9% | +28.6% | -31.4% | -21.9% |
| YTD | -38.3% | +48.2% | -86.5% | -59.8% |
| 1Y | -60.5% | +50.9% | -111.4% | -74.9% |
| 3Y | -11.7% | +72.2% | -83.9% | -51.8% |
| 5Y | -90.2% | +91.1% | -181.2% | -95.2% |
| All | -8.4% | +114.5% | -123.0% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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