-93.5%
UPST vs WST
-0.1%
-93.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.0% |
| 7D | -4.9% | -3.1% | -1.8% | -3.4% |
| 30D | -8.9% | +9.1% | -18.0% | -12.5% |
| 3M | -26.3% | +14.7% | -41.0% | -31.0% |
| 6M | -23.7% | +28.0% | -51.7% | -32.3% |
| YTD | -49.9% | +45.6% | -95.6% | -58.8% |
| 1Y | -42.0% | +45.7% | -87.6% | -52.3% |
| 3Y | -25.3% | +21.1% | -46.4% | -44.6% |
| All | -93.5% | -0.1% | -93.3% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling