-2.2%
UPST vs WST
+23.5%
-25.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.1% | -8.2% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | -15.3% | +12.7% | -28.0% | -17.8% |
| 3M | -32.4% | +17.2% | -49.6% | -35.1% |
| 6M | -29.5% | +26.7% | -56.2% | -33.6% |
| YTD | -53.3% | +50.3% | -103.6% | -58.2% |
| 1Y | -47.4% | +50.2% | -97.6% | -52.8% |
| 3Y | -2.2% | +21.7% | -23.9% | -34.9% |
| All | -2.2% | +23.5% | -25.7% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling