-90.7%
UPST vs FWONK
+95.7%
-186.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.0% |
| 7D | -12.0% | -1.5% | -10.4% | -11.0% |
| 30D | -16.0% | -6.8% | -9.2% | -11.4% |
| 3M | -17.2% | +7.7% | -24.9% | -22.4% |
| 6M | -10.9% | +11.0% | -21.8% | -18.8% |
| YTD | -42.6% | -3.1% | -39.5% | -42.3% |
| 1Y | -59.8% | -3.5% | -56.3% | -59.9% |
| 3Y | -17.9% | +44.6% | -62.5% | -44.7% |
| 5Y | -90.7% | +98.3% | -189.0% | -95.1% |
| All | -90.7% | +95.7% | -186.4% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling