-48.1%
UPST vs WOLF
+58.7%
-106.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.2% |
| 7D | -12.1% | +21.5% | -33.5% | -15.1% |
| 30D | -13.4% | -1.2% | -12.2% | -13.9% |
| 3M | -31.2% | -8.2% | -23.1% | -31.6% |
| 6M | -28.3% | -45.0% | +16.6% | -25.3% |
| YTD | -53.0% | +59.0% | -112.0% | -60.8% |
| All | -48.1% | +58.7% | -106.8% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling