-11.7%
UPST vs WWD
+170.0%
-181.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | -3.5% | +1.3% | -4.8% | -4.5% |
| 30D | -7.1% | -7.2% | 0.0% | -2.1% |
| 3M | -13.1% | -3.8% | -9.2% | -12.3% |
| 6M | -1.1% | -9.9% | +8.8% | +3.1% |
| YTD | -35.9% | +14.8% | -50.7% | -46.8% |
| 1Y | -57.4% | +42.1% | -99.5% | -71.6% |
| All | -11.7% | +170.0% | -181.7% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling