-24.5%
UPST vs WING
+42.4%
-66.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.4% | -6.7% | -2.6% |
| 7D | +4.4% | +8.6% | -4.1% | +0.1% |
| 30D | -7.7% | +44.8% | -52.4% | -24.8% |
| 3M | -28.4% | +51.9% | -80.4% | -44.4% |
| 6M | -23.2% | +37.2% | -60.4% | -38.4% |
| YTD | -49.1% | -25.3% | -23.8% | -44.9% |
| 1Y | -42.4% | -25.1% | -17.3% | -38.0% |
| 3Y | +5.4% | -12.9% | +18.3% | -18.8% |
| 5Y | -92.9% | +12.0% | -104.9% | -95.9% |
| All | -24.5% | +42.4% | -66.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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