-89.3%
UPST vs WCC
+216.1%
-305.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -4.7% |
| 7D | -3.5% | +4.5% | -8.0% | -6.9% |
| 30D | -7.1% | -5.8% | -1.3% | -3.3% |
| 3M | -13.1% | -3.7% | -9.4% | -12.5% |
| 6M | -1.1% | +23.1% | -24.1% | -20.8% |
| YTD | -35.9% | +44.2% | -80.0% | -55.6% |
| 1Y | -57.4% | +62.1% | -119.5% | -74.0% |
| 3Y | -14.9% | +121.1% | -136.0% | -62.5% |
| All | -89.3% | +216.1% | -305.4% | -96.6% |
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