-4.8%
UPST vs WSM
+354.1%
-358.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -3.5% |
| 7D | -3.5% | -3.3% | -0.3% | -0.7% |
| 30D | -7.1% | -8.4% | +1.3% | +0.5% |
| 3M | -13.1% | +9.7% | -22.7% | -20.4% |
| 6M | -1.1% | +16.7% | -17.8% | -15.1% |
| YTD | -35.9% | +28.7% | -64.5% | -49.5% |
| 1Y | -57.4% | +13.7% | -71.1% | -62.8% |
| 3Y | -14.9% | +230.1% | -245.0% | -79.4% |
| 5Y | -88.7% | +179.0% | -267.6% | -96.8% |
| All | -4.8% | +354.1% | -358.9% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling