-8.4%
UPST vs WCN
+65.2%
-73.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.2% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -13.2% | -2.1% | -11.1% | -12.0% |
| 3M | -13.0% | +6.4% | -19.3% | -17.1% |
| 6M | -2.9% | -3.7% | +0.8% | -1.8% |
| YTD | -38.3% | -6.4% | -32.0% | -36.4% |
| 1Y | -60.5% | -7.9% | -52.5% | -58.9% |
| 3Y | -11.7% | +20.8% | -32.5% | -30.9% |
| 5Y | -90.2% | +29.0% | -119.1% | -93.0% |
| All | -8.4% | +65.2% | -73.7% | -56.1% |
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