-4.8%
UPST vs WTW
+72.0%
-76.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.2% |
| 7D | -3.5% | -2.6% | -0.9% | -1.8% |
| 30D | -7.1% | -1.0% | -6.1% | -6.7% |
| 3M | -13.1% | +29.9% | -43.0% | -28.7% |
| 6M | -1.1% | +10.7% | -11.8% | -9.7% |
| YTD | -35.9% | +2.6% | -38.4% | -38.4% |
| 1Y | -57.4% | +2.8% | -60.2% | -59.4% |
| 3Y | -14.9% | +67.3% | -82.1% | -51.4% |
| 5Y | -88.7% | +56.6% | -145.3% | -92.9% |
| All | -4.8% | +72.0% | -76.8% | -34.5% |
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