-12.1%
UPST vs WU
-52.8%
+40.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.5% |
| 7D | -8.1% | -4.9% | -3.2% | -4.9% |
| 30D | -14.3% | -1.3% | -13.0% | -13.5% |
| 3M | -16.6% | -3.6% | -13.1% | -17.9% |
| 6M | -7.3% | -24.3% | +17.1% | +9.0% |
| YTD | -40.8% | -21.1% | -19.7% | -32.8% |
| 1Y | -62.4% | -10.3% | -52.1% | -62.1% |
| 3Y | -15.3% | -28.4% | +13.1% | -1.2% |
| 5Y | -91.1% | -51.2% | -39.9% | -85.4% |
| All | -12.1% | -52.8% | +40.6% | +51.0% |
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