-57.8%
UPST vs WOLF
+45.1%
-102.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.8% | -8.1% | +0.1% |
| 7D | +4.4% | +25.3% | -20.9% | +0.5% |
| 30D | -7.7% | -14.7% | +7.0% | -6.2% |
| 3M | -28.4% | -20.5% | -7.9% | -27.2% |
| 6M | -23.2% | -43.9% | +20.8% | -20.3% |
| YTD | -49.1% | +50.0% | -99.1% | -56.1% |
| 1Y | -42.4% | +45.5% | -87.9% | -50.3% |
| All | -57.8% | +45.1% | -102.9% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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