-6.5%
UPST vs WSM
+270.9%
-277.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.2% |
| 7D | -4.5% | +3.1% | -7.6% | -6.2% |
| 30D | -15.3% | +8.5% | -23.8% | -19.5% |
| 3M | -32.4% | +4.6% | -37.0% | -34.3% |
| 6M | -29.5% | +44.5% | -74.1% | -44.3% |
| YTD | -53.3% | +48.4% | -101.8% | -63.5% |
| 1Y | -47.4% | +36.2% | -83.5% | -56.7% |
| All | -6.5% | +270.9% | -277.5% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling