-30.7%
UPST vs WCN
+93.9%
-124.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.6% |
| 7D | -4.5% | +2.6% | -7.1% | -5.9% |
| 30D | -15.3% | +25.3% | -40.6% | -26.6% |
| 3M | -32.4% | +15.2% | -47.7% | -38.3% |
| 6M | -29.5% | +26.4% | -55.9% | -40.0% |
| YTD | -53.3% | +9.9% | -63.3% | -56.5% |
| 1Y | -47.4% | +16.2% | -63.5% | -53.0% |
| 3Y | -2.2% | +49.4% | -51.6% | -33.6% |
| 5Y | -92.0% | +46.2% | -138.2% | -94.8% |
| All | -30.7% | +93.9% | -124.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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