-11.7%
UPST vs WCN
+19.6%
-31.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.4% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -13.2% | -2.1% | -11.1% | -12.5% |
| 3M | -13.0% | +6.4% | -19.3% | -15.7% |
| 6M | -2.9% | -3.7% | +0.8% | -1.5% |
| YTD | -38.3% | -6.4% | -32.0% | -36.6% |
| 1Y | -60.5% | -7.9% | -52.5% | -59.0% |
| 3Y | -11.7% | +20.8% | -32.5% | -36.1% |
| All | -11.7% | +19.6% | -31.4% | -36.1% |
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 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