-4.8%
UPST vs WST
+28.7%
-33.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.5% | +0.7% | -4.3% | -3.9% |
| 30D | -7.1% | -3.1% | -4.0% | -5.7% |
| 3M | -13.1% | +7.2% | -20.3% | -15.8% |
| 6M | -1.1% | +36.8% | -37.9% | -15.6% |
| YTD | -35.9% | +23.8% | -59.7% | -42.7% |
| 1Y | -57.4% | +37.8% | -95.2% | -64.0% |
| 3Y | -14.9% | -15.9% | +1.0% | -16.8% |
| 5Y | -88.7% | -25.8% | -62.8% | -88.8% |
| All | -4.8% | +28.7% | -33.5% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling