-4.8%
UPST vs WCC
+370.3%
-375.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -4.4% |
| 7D | -3.5% | +4.5% | -8.0% | -6.6% |
| 30D | -7.1% | -5.8% | -1.3% | -3.7% |
| 3M | -13.1% | -3.7% | -9.4% | -12.4% |
| 6M | -1.1% | +23.1% | -24.1% | -18.7% |
| YTD | -35.9% | +44.2% | -80.0% | -53.6% |
| 1Y | -57.4% | +62.1% | -119.5% | -72.4% |
| 3Y | -14.9% | +121.1% | -136.0% | -57.6% |
| 5Y | -88.7% | +214.0% | -302.6% | -95.4% |
| All | -4.8% | +370.3% | -375.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling