+24.3%
W vs UPST
-48.7%
+73.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.4% | +1.6% | +6.6% |
| 7D | +8.4% | -3.1% | +11.5% | +9.8% |
| 30D | +16.5% | -4.0% | +20.5% | +18.4% |
| 3M | +6.4% | -22.9% | +29.3% | +18.6% |
| 6M | +90.5% | -27.1% | +117.7% | +116.1% |
| YTD | +23.1% | -46.5% | +69.6% | +45.2% |
| 1Y | +24.3% | -49.4% | +73.7% | +46.5% |
| All | +24.3% | -48.7% | +73.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling