-90.2%
UPST vs WWD
+192.1%
-282.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -2.0% |
| 7D | -1.5% | +0.8% | -2.3% | -2.2% |
| 30D | -13.2% | -6.4% | -6.8% | -8.2% |
| 3M | -13.0% | -5.6% | -7.3% | -10.6% |
| 6M | -2.9% | -9.1% | +6.2% | +0.7% |
| YTD | -38.3% | +12.5% | -50.8% | -49.4% |
| 1Y | -60.5% | +41.3% | -101.8% | -75.0% |
| 3Y | -11.7% | +170.2% | -182.0% | -73.3% |
| 5Y | -90.2% | +192.5% | -282.7% | -97.6% |
| All | -90.2% | +192.1% | -282.3% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling