-25.3%
UPST vs WCC
+110.7%
-136.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.5% |
| 7D | -4.9% | -14.7% | +9.8% | +3.6% |
| 30D | -8.9% | -20.1% | +11.2% | +3.1% |
| 3M | -26.3% | -21.2% | -5.2% | -17.0% |
| 6M | -23.7% | -19.2% | -4.6% | -17.0% |
| YTD | -49.9% | +20.2% | -70.2% | -60.7% |
| 1Y | -42.0% | +14.5% | -56.4% | -52.6% |
| 3Y | -25.3% | +115.1% | -140.4% | -78.9% |
| All | -25.3% | +110.7% | -136.0% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling