-33.6%
UPST vs WTW
+72.9%
-106.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +0.8% |
| 7D | -10.6% | +2.0% | -12.6% | -11.9% |
| 30D | -14.0% | +12.9% | -26.9% | -20.8% |
| 3M | -36.8% | +0.7% | -37.6% | -37.4% |
| 6M | -27.5% | +39.5% | -67.0% | -43.7% |
| YTD | -55.3% | +3.1% | -58.4% | -57.3% |
| 1Y | -47.5% | +4.8% | -52.3% | -50.6% |
| 3Y | -10.4% | +42.9% | -53.4% | -39.6% |
| 5Y | -92.6% | +55.3% | -147.9% | -95.4% |
| All | -33.6% | +72.9% | -106.5% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling