+298.7%
WAB vs UPST
+3.8%
+295.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.8% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | -2.4% | -13.2% | +10.8% | -1.6% |
| 3M | +9.7% | -13.0% | +22.6% | +10.5% |
| 6M | +16.5% | -2.9% | +19.4% | +16.0% |
| YTD | +33.7% | -38.3% | +72.0% | +36.7% |
| 1Y | +49.7% | -60.5% | +110.1% | +57.0% |
| 3Y | +170.9% | -11.7% | +182.7% | +157.1% |
| 5Y | +228.0% | -90.2% | +318.2% | +213.1% |
| All | +298.7% | +3.8% | +295.0% | +252.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling