-24.5%
UPST vs WWD
+189.3%
-213.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | -2.5% |
| 7D | +4.4% | +4.2% | +0.2% | +0.3% |
| 30D | -7.7% | -0.8% | -6.9% | -8.1% |
| 3M | -28.4% | -8.2% | -20.3% | -24.2% |
| 6M | -23.2% | -9.8% | -13.3% | -19.2% |
| YTD | -49.1% | +10.4% | -59.5% | -57.7% |
| 1Y | -42.4% | +25.5% | -67.8% | -58.2% |
| 3Y | +5.4% | +155.8% | -150.4% | -64.0% |
| 5Y | -92.9% | +187.3% | -280.2% | -97.8% |
| All | -24.5% | +189.3% | -213.8% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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