-24.5%
UPST vs BWA
+66.5%
-91.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.7% | -2.1% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | -7.7% | -16.1% | +8.4% | +3.8% |
| 3M | -28.4% | -24.6% | -3.8% | -14.2% |
| 6M | -23.2% | -15.7% | -7.5% | -16.6% |
| YTD | -49.1% | +15.1% | -64.2% | -61.0% |
| 1Y | -42.4% | +15.9% | -58.2% | -56.1% |
| 3Y | +5.4% | +67.1% | -61.7% | -43.8% |
| 5Y | -92.9% | +34.7% | -127.6% | -95.8% |
| All | -24.5% | +66.5% | -91.0% | -67.4% |
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