-12.1%
UPST vs WWD
+193.5%
-205.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.6% |
| 7D | -8.1% | +0.6% | -8.7% | -8.6% |
| 30D | -14.3% | -5.1% | -9.2% | -10.6% |
| 3M | -16.6% | -11.2% | -5.4% | -9.2% |
| 6M | -7.3% | -12.0% | +4.8% | -0.7% |
| YTD | -40.8% | +12.0% | -52.8% | -50.7% |
| 1Y | -62.4% | +42.8% | -105.2% | -75.9% |
| 3Y | -15.3% | +168.9% | -184.3% | -72.0% |
| 5Y | -91.1% | +192.2% | -283.3% | -97.3% |
| All | -12.1% | +193.5% | -205.6% | -75.8% |
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