-33.6%
UPST vs WST
+57.7%
-91.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | -10.6% | +4.2% | -14.9% | -12.4% |
| 30D | -14.0% | +11.2% | -25.2% | -18.0% |
| 3M | -36.8% | +20.4% | -57.2% | -42.1% |
| 6M | -27.5% | +37.9% | -65.4% | -37.6% |
| YTD | -55.3% | +51.8% | -107.1% | -63.7% |
| 1Y | -47.5% | +56.6% | -104.2% | -58.1% |
| 3Y | -10.4% | +24.2% | -34.7% | -31.2% |
| 5Y | -92.6% | +0.7% | -93.3% | -93.4% |
| All | -33.6% | +57.7% | -91.4% | -64.4% |
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