-91.7%
UPST vs WSM
+183.4%
-275.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | 0.0% | -8.2% | -8.2% |
| 7D | -4.5% | +3.1% | -7.6% | -6.6% |
| 30D | -15.3% | +8.5% | -23.8% | -20.7% |
| 3M | -32.4% | +4.6% | -37.0% | -34.8% |
| 6M | -29.5% | +44.5% | -74.1% | -48.0% |
| YTD | -53.3% | +48.4% | -101.8% | -66.4% |
| 1Y | -47.4% | +36.2% | -83.5% | -59.3% |
| 3Y | -2.2% | +268.8% | -271.0% | -73.8% |
| All | -91.7% | +183.4% | -275.1% | -97.0% |
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