-30.7%
UPST vs NWSA
+55.0%
-85.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.4% | -8.5% |
| 7D | -4.5% | -9.7% | +5.2% | +6.6% |
| 30D | -15.3% | -8.6% | -6.7% | -7.1% |
| 3M | -32.4% | -6.3% | -26.2% | -28.5% |
| 6M | -29.5% | -1.2% | -28.3% | -32.7% |
| YTD | -53.3% | +2.6% | -56.0% | -58.5% |
| 1Y | -47.4% | 0.0% | -47.4% | -51.4% |
| 3Y | -2.2% | +30.1% | -32.3% | -34.4% |
| 5Y | -92.0% | +18.3% | -110.4% | -93.8% |
| All | -30.7% | +55.0% | -85.7% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling