-90.2%
UPST vs NWSA
+40.6%
-130.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -1.3% |
| 7D | -1.5% | -2.6% | +1.1% | +2.2% |
| 30D | -13.2% | +4.6% | -17.8% | -18.4% |
| 3M | -13.0% | +10.2% | -23.2% | -26.1% |
| 6M | -2.9% | +21.6% | -24.5% | -29.7% |
| YTD | -38.3% | +14.6% | -52.9% | -52.2% |
| 1Y | -60.5% | +0.4% | -60.8% | -62.9% |
| 3Y | -11.7% | +45.0% | -56.7% | -50.5% |
| 5Y | -90.2% | +41.3% | -131.4% | -93.4% |
| All | -90.2% | +40.6% | -130.8% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling