-8.4%
UPST vs FWONK
+131.2%
-139.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.4% |
| 7D | -1.5% | -2.1% | +0.6% | 0.0% |
| 30D | -13.2% | -7.7% | -5.5% | -8.2% |
| 3M | -13.0% | +9.3% | -22.3% | -18.8% |
| 6M | -2.9% | +13.3% | -16.2% | -12.1% |
| YTD | -38.3% | -3.6% | -34.7% | -37.7% |
| 1Y | -60.5% | -6.8% | -53.7% | -59.4% |
| 3Y | -11.7% | +43.9% | -55.6% | -36.7% |
| 5Y | -90.2% | +94.4% | -184.6% | -93.6% |
| All | -8.4% | +131.2% | -139.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling