-33.6%
UPST vs WCC
+331.2%
-364.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.3% |
| 7D | -10.6% | +9.9% | -20.6% | -16.5% |
| 30D | -14.0% | -8.4% | -5.5% | -10.7% |
| 3M | -36.8% | -10.3% | -26.5% | -34.4% |
| 6M | -27.5% | -10.5% | -17.1% | -26.1% |
| YTD | -55.3% | +32.2% | -87.4% | -66.8% |
| 1Y | -47.5% | +25.5% | -73.1% | -59.5% |
| 3Y | -10.4% | +134.7% | -145.1% | -58.9% |
| 5Y | -92.6% | +139.9% | -232.5% | -96.8% |
| All | -33.6% | +331.2% | -364.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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