-13.2%
UPST vs FWONK
+132.8%
-146.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | -8.8% | +0.1% | -8.9% | -8.9% |
| 30D | -12.1% | -7.7% | -4.3% | -6.9% |
| 3M | -19.5% | +5.7% | -25.2% | -23.1% |
| 6M | -6.8% | +13.5% | -20.3% | -15.8% |
| YTD | -41.5% | -3.0% | -38.5% | -41.2% |
| 1Y | -58.9% | -6.4% | -52.4% | -57.9% |
| 3Y | -15.2% | +43.8% | -59.0% | -39.0% |
| 5Y | -90.5% | +98.6% | -189.1% | -93.8% |
| All | -13.2% | +132.8% | -146.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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