-49.4%
UPST vs WSM
+44.0%
-93.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.9% | +4.2% |
| 7D | -3.1% | +8.0% | -11.1% | -8.9% |
| 30D | -4.0% | +13.5% | -17.5% | -13.2% |
| 3M | -22.9% | +8.8% | -31.7% | -28.0% |
| 6M | -27.1% | +54.7% | -81.8% | -48.9% |
| YTD | -46.5% | +53.3% | -99.8% | -61.3% |
| 1Y | -49.4% | +41.1% | -90.6% | -60.9% |
| All | -49.4% | +44.0% | -93.4% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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