-4.8%
UPST vs GWRE
+28.4%
-33.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.3% | +14.3% |
| 7D | -3.5% | -21.1% | +17.6% | +13.1% |
| 30D | -7.1% | +1.3% | -8.4% | -12.3% |
| 3M | -13.1% | +7.4% | -20.5% | -25.8% |
| 6M | -1.1% | +5.6% | -6.7% | -19.1% |
| YTD | -35.9% | -19.2% | -16.7% | -32.7% |
| 1Y | -57.4% | -25.1% | -32.3% | -53.6% |
| 3Y | -14.9% | +87.7% | -102.6% | -76.0% |
| 5Y | -88.7% | +32.0% | -120.7% | -94.3% |
| All | -4.8% | +28.4% | -33.3% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling