-30.2%
UPST vs BWA
+66.0%
-96.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.4% |
| 7D | -12.1% | +1.7% | -13.8% | -13.1% |
| 30D | -13.4% | -14.6% | +1.2% | -3.8% |
| 3M | -31.2% | -26.2% | -5.0% | -16.2% |
| 6M | -28.3% | -18.4% | -9.9% | -20.1% |
| YTD | -53.0% | +14.7% | -67.7% | -63.8% |
| 1Y | -47.2% | +13.3% | -60.5% | -59.0% |
| 3Y | -1.5% | +64.7% | -66.2% | -46.7% |
| 5Y | -91.6% | +32.2% | -123.8% | -95.0% |
| All | -30.2% | +66.0% | -96.2% | -69.8% |
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