-41.1%
UPWK vs SPY
+75.5%
-116.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.8% |
| 7D | -8.5% | -2.0% | -6.5% | -6.3% |
| 30D | +0.6% | -1.7% | +2.3% | +2.6% |
| 3M | -1.9% | +4.7% | -6.6% | -7.3% |
| 6M | -32.1% | +12.5% | -44.6% | -41.6% |
| YTD | -57.6% | +11.7% | -69.3% | -63.0% |
| 1Y | -47.1% | +17.5% | -64.6% | -56.7% |
| All | -41.1% | +75.5% | -116.6% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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