-48.8%
UPST vs WOLF
+60.4%
-109.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.1% |
| 7D | -1.5% | +9.8% | -11.3% | -2.9% |
| 30D | -13.2% | -12.1% | -1.1% | -12.0% |
| 3M | -13.0% | -47.9% | +34.9% | -6.7% |
| 6M | -2.9% | +74.3% | -77.2% | -16.7% |
| YTD | -38.3% | +65.9% | -104.2% | -46.8% |
| All | -48.8% | +60.4% | -109.3% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling