-63.1%
W vs UPST
-88.8%
+25.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.1% |
| 7D | -4.2% | -3.5% | -0.6% | -2.9% |
| 30D | -7.6% | -7.1% | -0.4% | -5.2% |
| 3M | +37.2% | -13.1% | +50.2% | +44.8% |
| 6M | +26.3% | -1.1% | +27.4% | +25.7% |
| YTD | -1.0% | -35.9% | +34.9% | +14.0% |
| 1Y | +20.1% | -57.4% | +77.5% | +55.4% |
| 3Y | +37.8% | -14.9% | +52.7% | +6.3% |
| All | -63.1% | -88.8% | +25.7% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling