-4.8%
UPST vs BWA
+118.7%
-123.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.6% |
| 7D | -3.5% | +5.7% | -9.2% | -7.3% |
| 30D | -7.1% | +1.4% | -8.5% | -8.3% |
| 3M | -13.1% | -12.1% | -1.0% | -5.5% |
| 6M | -1.1% | +28.6% | -29.7% | -20.4% |
| YTD | -35.9% | +51.1% | -86.9% | -58.8% |
| 1Y | -57.4% | +55.9% | -113.3% | -73.7% |
| 3Y | -14.9% | +70.1% | -85.0% | -52.7% |
| 5Y | -88.7% | +90.7% | -179.3% | -94.5% |
| All | -4.8% | +118.7% | -123.5% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling