-60.7%
UPWK vs SPY
+194.2%
-254.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.7% |
| 7D | -9.5% | +0.5% | -10.0% | -10.0% |
| 30D | -14.0% | -0.9% | -13.0% | -12.9% |
| 3M | -6.2% | +3.9% | -10.1% | -10.4% |
| 6M | -37.2% | +14.5% | -51.7% | -46.7% |
| YTD | -58.0% | +12.9% | -70.9% | -63.6% |
| 1Y | -47.9% | +19.4% | -67.2% | -57.6% |
| 3Y | -41.9% | +78.5% | -120.3% | -70.2% |
| 5Y | -81.1% | +81.8% | -162.8% | -90.1% |
| All | -60.7% | +194.2% | -254.9% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling