-58.5%
UPST vs WOLF
+32.2%
-90.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.8% | -18.0% | -3.7% |
| 7D | -4.9% | +8.2% | -13.1% | -6.3% |
| 30D | -8.9% | -24.2% | +15.3% | -5.6% |
| 3M | -26.3% | -13.8% | -12.5% | -26.1% |
| 6M | -23.7% | -44.8% | +21.0% | -20.6% |
| YTD | -49.9% | +36.6% | -86.6% | -56.1% |
| 1Y | -42.0% | +27.6% | -69.5% | -49.0% |
| All | -58.5% | +32.2% | -90.7% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling