-89.3%
UPST vs BWA
+91.4%
-180.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.7% |
| 7D | -3.5% | +5.7% | -9.2% | -7.5% |
| 30D | -7.1% | +1.4% | -8.5% | -8.4% |
| 3M | -13.1% | -12.1% | -1.0% | -5.0% |
| 6M | -1.1% | +28.6% | -29.7% | -21.8% |
| YTD | -35.9% | +51.1% | -86.9% | -60.6% |
| 1Y | -57.4% | +55.9% | -113.3% | -74.9% |
| 3Y | -14.9% | +70.1% | -85.0% | -55.5% |
| All | -89.3% | +91.4% | -180.7% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling