-30.7%
UPST vs WY
-23.0%
-7.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.9% | -5.7% |
| 7D | -4.5% | +0.2% | -4.7% | -4.4% |
| 30D | -15.3% | +8.0% | -23.3% | -23.0% |
| 3M | -32.4% | -17.7% | -14.8% | -17.4% |
| 6M | -29.5% | -10.8% | -18.8% | -23.1% |
| YTD | -53.3% | -10.6% | -42.7% | -50.7% |
| 1Y | -47.4% | -5.7% | -41.6% | -48.1% |
| 3Y | -2.2% | -24.8% | +22.6% | +28.0% |
| 5Y | -92.0% | -31.7% | -60.3% | -86.1% |
| All | -30.7% | -23.0% | -7.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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