-49.4%
UPST vs NWSA
+18.2%
-67.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +7.7% |
| 7D | -3.1% | +4.3% | -7.4% | -4.9% |
| 30D | -4.0% | +5.6% | -9.5% | -6.2% |
| 3M | -22.9% | +7.3% | -30.1% | -25.2% |
| 6M | -27.1% | +18.8% | -46.0% | -33.4% |
| YTD | -46.5% | +17.9% | -64.4% | -51.2% |
| 1Y | -49.4% | +19.3% | -68.8% | -54.4% |
| All | -49.4% | +18.2% | -67.7% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling