-16.8%
UPST vs WTW
+61.8%
-78.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -12.0% | -7.8% | -4.2% | -10.0% |
| 30D | -16.0% | -7.9% | -8.1% | -14.1% |
| 3M | -17.2% | +19.9% | -37.1% | -21.6% |
| 6M | -10.9% | +9.8% | -20.7% | -13.7% |
| YTD | -42.6% | -3.3% | -39.3% | -42.2% |
| 1Y | -59.8% | -3.3% | -56.5% | -59.5% |
| All | -16.8% | +61.8% | -78.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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