-35.0%
UPST vs WY
-23.7%
-11.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -5.9% | -5.9% |
| 7D | -13.5% | -5.4% | -8.1% | -8.0% |
| 30D | -19.6% | +7.9% | -27.5% | -26.8% |
| 3M | -34.2% | -16.6% | -17.6% | -20.7% |
| 6M | -31.2% | -11.2% | -20.0% | -24.6% |
| YTD | -56.2% | -11.3% | -44.9% | -53.3% |
| 1Y | -51.7% | -5.5% | -46.1% | -52.5% |
| 3Y | -8.2% | -25.4% | +17.2% | +21.2% |
| 5Y | -92.8% | -32.4% | -60.4% | -87.2% |
| All | -35.0% | -23.7% | -11.3% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling