-33.6%
UPST vs WWD
+186.7%
-220.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.7% |
| 7D | -10.6% | +4.0% | -14.6% | -13.6% |
| 30D | -14.0% | +0.4% | -14.4% | -15.2% |
| 3M | -36.8% | -7.9% | -28.9% | -33.2% |
| 6M | -27.5% | -10.6% | -16.9% | -23.2% |
| YTD | -55.3% | +9.4% | -64.7% | -62.5% |
| 1Y | -47.5% | +25.7% | -73.3% | -62.1% |
| 3Y | -10.4% | +148.5% | -159.0% | -68.5% |
| 5Y | -92.6% | +189.5% | -282.1% | -97.7% |
| All | -33.6% | +186.7% | -220.3% | -81.6% |
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