-90.2%
UPST vs WSM
+189.5%
-279.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -4.0% |
| 7D | -1.5% | +2.6% | -4.1% | -3.5% |
| 30D | -13.2% | -9.5% | -3.7% | -6.0% |
| 3M | -13.0% | +12.9% | -25.9% | -21.3% |
| 6M | -2.9% | +23.0% | -25.9% | -18.6% |
| YTD | -38.3% | +28.9% | -67.2% | -50.1% |
| 1Y | -60.5% | +13.7% | -74.1% | -64.8% |
| 3Y | -11.7% | +232.6% | -244.4% | -74.3% |
| 5Y | -90.2% | +185.9% | -276.0% | -96.7% |
| All | -90.2% | +189.5% | -279.6% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling