-61.2%
UPST vs WETO
-99.4%
+38.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.1% | -4.0% |
| 7D | -8.1% | -38.7% | +30.6% | -8.0% |
| 30D | -14.3% | -51.3% | +37.0% | -15.7% |
| 3M | -16.6% | -97.8% | +81.2% | -13.2% |
| 6M | -7.3% | -94.8% | +87.5% | -10.3% |
| YTD | -40.8% | -97.2% | +56.4% | -41.6% |
| 1Y | -62.4% | -98.9% | +36.5% | -62.6% |
| All | -61.2% | -99.4% | +38.2% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling