-12.1%
UPST vs WSM
+354.3%
-366.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -8.1% | +2.6% | -10.7% | -10.2% |
| 30D | -14.3% | -9.3% | -5.0% | -6.5% |
| 3M | -16.6% | +7.1% | -23.7% | -21.9% |
| 6M | -7.3% | +21.7% | -29.0% | -23.3% |
| YTD | -40.8% | +28.7% | -69.5% | -53.4% |
| 1Y | -62.4% | +13.9% | -76.3% | -67.2% |
| 3Y | -15.3% | +232.2% | -247.5% | -79.6% |
| 5Y | -91.1% | +176.4% | -267.5% | -97.4% |
| All | -12.1% | +354.3% | -366.4% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling