-8.4%
UPST vs GWRE
+18.4%
-26.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.8% | +4.0% | +2.4% |
| 7D | -1.5% | -25.6% | +24.1% | +20.6% |
| 30D | -13.2% | -12.2% | -1.0% | -8.0% |
| 3M | -13.0% | +17.7% | -30.7% | -31.9% |
| 6M | -2.9% | -11.3% | +8.5% | -6.5% |
| YTD | -38.3% | -25.5% | -12.8% | -31.1% |
| 1Y | -60.5% | -42.8% | -17.6% | -41.6% |
| 3Y | -11.7% | +59.0% | -70.8% | -69.3% |
| 5Y | -90.2% | +21.6% | -111.8% | -94.7% |
| All | -8.4% | +18.4% | -26.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GWRE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling