-24.5%
UPST vs WST
+56.4%
-80.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.1% |
| 7D | +4.4% | +1.3% | +3.1% | +3.8% |
| 30D | -7.7% | +12.9% | -20.5% | -12.6% |
| 3M | -28.4% | +16.7% | -45.1% | -33.4% |
| 6M | -23.2% | +26.8% | -50.0% | -31.2% |
| YTD | -49.1% | +50.5% | -99.6% | -58.5% |
| 1Y | -42.4% | +52.9% | -95.2% | -53.4% |
| 3Y | +5.4% | +23.9% | -18.6% | -19.2% |
| 5Y | -92.9% | +1.0% | -93.9% | -93.7% |
| All | -24.5% | +56.4% | -80.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling