-13.2%
UPST vs GWRE
+11.4%
-24.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.5% |
| 7D | -8.8% | -13.2% | +4.5% | +2.0% |
| 30D | -12.1% | -18.6% | +6.5% | -0.9% |
| 3M | -19.5% | +18.9% | -38.4% | -37.9% |
| 6M | -6.8% | -11.0% | +4.1% | -11.6% |
| YTD | -41.5% | -29.9% | -11.6% | -31.4% |
| 1Y | -58.9% | -44.3% | -14.5% | -38.5% |
| 3Y | -15.2% | +51.7% | -66.8% | -69.6% |
| 5Y | -90.5% | +15.4% | -106.0% | -94.7% |
| All | -13.2% | +11.4% | -24.6% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling