-2.2%
UPST vs WCN
+48.9%
-51.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.5% |
| 7D | -4.5% | +2.6% | -7.1% | -5.3% |
| 30D | -15.3% | +25.3% | -40.6% | -22.4% |
| 3M | -32.4% | +15.2% | -47.7% | -36.1% |
| 6M | -29.5% | +26.4% | -55.9% | -36.3% |
| YTD | -53.3% | +9.9% | -63.3% | -54.9% |
| 1Y | -47.4% | +16.2% | -63.5% | -50.5% |
| 3Y | -2.2% | +49.4% | -51.6% | -48.8% |
| All | -2.2% | +48.9% | -51.1% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling