-33.6%
UPST vs WU
-52.5%
+18.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.8% | +1.3% |
| 7D | -10.6% | -2.0% | -8.6% | -9.5% |
| 30D | -14.0% | +11.4% | -25.4% | -20.3% |
| 3M | -36.8% | -6.8% | -30.0% | -34.3% |
| 6M | -27.5% | -14.6% | -12.9% | -22.6% |
| YTD | -55.3% | -20.6% | -34.6% | -49.8% |
| 1Y | -47.5% | -15.4% | -32.2% | -44.0% |
| 3Y | -10.4% | -23.6% | +13.2% | -1.0% |
| 5Y | -92.6% | -43.4% | -49.2% | -89.2% |
| All | -33.6% | -52.5% | +18.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling