-93.5%
UPST vs WCC
+117.0%
-210.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.7% |
| 7D | -4.9% | -14.7% | +9.8% | +5.3% |
| 30D | -8.9% | -20.1% | +11.2% | +5.3% |
| 3M | -26.3% | -21.2% | -5.2% | -15.3% |
| 6M | -23.7% | -19.2% | -4.6% | -16.0% |
| YTD | -49.9% | +20.2% | -70.2% | -61.7% |
| 1Y | -42.0% | +14.5% | -56.4% | -53.7% |
| 3Y | -25.3% | +115.1% | -140.4% | -68.6% |
| All | -93.5% | +117.0% | -210.4% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling