-62.4%
UPST vs WETO
-99.4%
+37.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.1% | -3.1% |
| 7D | -12.0% | -19.9% | +7.9% | -12.0% |
| 30D | -16.0% | -42.7% | +26.6% | -17.5% |
| 3M | -17.2% | -97.7% | +80.6% | -13.7% |
| 6M | -10.9% | -94.4% | +83.6% | -13.8% |
| YTD | -42.6% | -97.0% | +54.4% | -43.4% |
| 1Y | -59.8% | -98.9% | +39.1% | -60.0% |
| All | -62.4% | -99.4% | +37.0% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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