-93.5%
UPST vs BWA
+26.5%
-119.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -3.1% |
| 7D | -4.9% | -5.5% | +0.6% | -1.2% |
| 30D | -8.9% | -21.7% | +12.9% | +8.7% |
| 3M | -26.3% | -25.6% | -0.7% | -9.8% |
| 6M | -23.7% | -17.4% | -6.3% | -16.0% |
| YTD | -49.9% | +9.2% | -59.1% | -61.5% |
| 1Y | -42.0% | +9.7% | -51.7% | -55.7% |
| 3Y | -25.3% | +54.6% | -79.9% | -61.3% |
| All | -93.5% | +26.5% | -119.9% | -96.6% |
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