-30.7%
UPST vs WING
+36.4%
-67.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.2% | -4.1% | -6.1% |
| 7D | -4.5% | +5.0% | -9.4% | -6.7% |
| 30D | -15.3% | +38.7% | -54.0% | -29.4% |
| 3M | -32.4% | +44.7% | -77.2% | -46.1% |
| 6M | -29.5% | +31.5% | -61.0% | -42.2% |
| YTD | -53.3% | -28.4% | -24.9% | -48.3% |
| 1Y | -47.4% | -28.2% | -19.2% | -42.1% |
| 3Y | -2.2% | -18.4% | +16.2% | -21.5% |
| 5Y | -92.0% | +5.2% | -97.3% | -95.3% |
| All | -30.7% | +36.4% | -67.2% | -68.0% |
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