-8.4%
UPST vs WCC
+382.0%
-390.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -5.6% |
| 7D | -1.5% | +8.5% | -10.0% | -7.2% |
| 30D | -13.2% | -1.0% | -12.2% | -13.1% |
| 3M | -13.0% | +2.1% | -15.1% | -16.1% |
| 6M | -2.9% | +36.8% | -39.7% | -26.2% |
| YTD | -38.3% | +47.7% | -86.0% | -56.2% |
| 1Y | -60.5% | +66.5% | -127.0% | -74.9% |
| 3Y | -11.7% | +134.2% | -145.9% | -57.7% |
| 5Y | -90.2% | +231.6% | -321.8% | -96.1% |
| All | -8.4% | +382.0% | -390.4% | -70.7% |
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