+321.3%
WAB vs UPST
-26.3%
+347.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -0.7% |
| 7D | +7.9% | -13.5% | +21.4% | +8.9% |
| 30D | +4.9% | -19.6% | +24.5% | +6.3% |
| 3M | +1.8% | -34.2% | +36.0% | +4.4% |
| 6M | +12.0% | -31.2% | +43.2% | +14.2% |
| YTD | +41.3% | -56.2% | +97.5% | +47.5% |
| 1Y | +43.8% | -51.7% | +95.5% | +49.0% |
| 3Y | +171.1% | -8.2% | +179.3% | +157.8% |
| 5Y | +217.7% | -92.8% | +310.5% | +209.5% |
| All | +321.3% | -26.3% | +347.6% | +280.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling