-12.1%
UPST vs NWSA
+72.5%
-84.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.6% |
| 7D | -8.1% | -3.1% | -5.0% | -4.3% |
| 30D | -14.3% | +4.3% | -18.6% | -18.8% |
| 3M | -16.6% | +9.2% | -25.9% | -27.5% |
| 6M | -7.3% | +21.6% | -28.8% | -31.1% |
| YTD | -40.8% | +14.2% | -55.0% | -52.9% |
| 1Y | -62.4% | +1.8% | -64.2% | -65.2% |
| 3Y | -15.3% | +44.4% | -59.8% | -48.5% |
| 5Y | -91.1% | +41.0% | -132.0% | -94.0% |
| All | -12.1% | +72.5% | -84.6% | -13.8% |
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