-11.7%
UPST vs NWSA
+46.6%
-58.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | +0.5% |
| 7D | -3.5% | -1.9% | -1.7% | -1.4% |
| 30D | -7.1% | +4.6% | -11.7% | -12.4% |
| 3M | -13.1% | +13.2% | -26.3% | -27.1% |
| 6M | -1.1% | +27.0% | -28.1% | -30.0% |
| YTD | -35.9% | +16.8% | -52.7% | -49.6% |
| 1Y | -57.4% | +4.5% | -61.9% | -60.7% |
| All | -11.7% | +46.6% | -58.4% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling