-93.5%
UPST vs WU
-42.0%
-51.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.2% |
| 7D | -4.9% | +11.7% | -16.6% | -11.9% |
| 30D | -8.9% | +12.6% | -21.5% | -16.1% |
| 3M | -26.3% | -0.5% | -25.8% | -26.6% |
| 6M | -23.7% | -18.2% | -5.5% | -15.6% |
| YTD | -49.9% | -19.0% | -31.0% | -44.5% |
| 1Y | -42.0% | -16.7% | -25.3% | -37.2% |
| 3Y | -25.3% | -21.0% | -4.3% | -19.7% |
| All | -93.5% | -42.0% | -51.5% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling