-15.2%
UPST vs FWONK
+44.6%
-59.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -12.1% | -7.7% | -4.3% | -8.5% |
| 3M | -19.5% | +5.7% | -25.2% | -22.0% |
| 6M | -6.8% | +13.5% | -20.3% | -12.9% |
| YTD | -41.5% | -3.0% | -38.5% | -41.0% |
| 1Y | -58.9% | -6.4% | -52.4% | -57.8% |
| 3Y | -15.2% | +43.8% | -59.0% | -20.4% |
| All | -15.2% | +44.6% | -59.8% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling