-35.0%
UPST vs WSM
+401.5%
-436.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.4% | -2.9% |
| 7D | -13.5% | -3.2% | -10.3% | -10.9% |
| 30D | -19.6% | +4.6% | -24.3% | -22.7% |
| 3M | -34.2% | +2.4% | -36.6% | -35.5% |
| 6M | -31.2% | +43.7% | -74.9% | -50.7% |
| YTD | -56.2% | +42.1% | -98.3% | -68.4% |
| 1Y | -51.7% | +32.3% | -83.9% | -62.8% |
| 3Y | -8.2% | +253.0% | -261.3% | -78.5% |
| 5Y | -92.8% | +161.3% | -254.0% | -97.6% |
| All | -35.0% | +401.5% | -436.5% | -90.8% |
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