-4.8%
UPST vs NWSA
+76.4%
-81.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | +0.7% |
| 7D | -3.5% | -1.9% | -1.7% | -1.2% |
| 30D | -7.1% | +4.6% | -11.7% | -12.8% |
| 3M | -13.1% | +13.2% | -26.3% | -28.1% |
| 6M | -1.1% | +27.0% | -28.1% | -30.7% |
| YTD | -35.9% | +16.8% | -52.7% | -50.4% |
| 1Y | -57.4% | +4.5% | -61.9% | -61.9% |
| 3Y | -14.9% | +46.2% | -61.1% | -49.1% |
| 5Y | -88.7% | +40.9% | -129.6% | -92.5% |
| All | -4.8% | +76.4% | -81.2% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling