-90.8%
UPST vs WTW
+42.0%
-132.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -8.8% | -5.7% | -3.1% | -4.2% |
| 30D | -12.1% | -7.3% | -4.8% | -6.7% |
| 3M | -19.5% | +21.5% | -41.0% | -33.2% |
| 6M | -6.8% | +9.6% | -16.5% | -16.8% |
| YTD | -41.5% | -3.3% | -38.2% | -41.7% |
| 1Y | -58.9% | -6.1% | -52.7% | -58.0% |
| 3Y | -15.2% | +61.8% | -77.0% | -62.8% |
| All | -90.8% | +42.0% | -132.8% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling