+318.0%
WAB vs UPST
-14.4%
+332.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | +4.0% | +4.4% | -0.4% | +3.7% |
| 30D | +4.5% | -7.7% | +12.1% | +4.9% |
| 3M | +2.3% | -28.4% | +30.7% | +4.4% |
| 6M | +12.5% | -23.2% | +35.6% | +13.9% |
| YTD | +40.2% | -49.1% | +89.3% | +45.0% |
| 1Y | +45.2% | -42.4% | +87.6% | +48.8% |
| 3Y | +171.8% | +5.4% | +166.5% | +156.2% |
| 5Y | +217.6% | -92.9% | +310.5% | +207.3% |
| All | +318.0% | -14.4% | +332.4% | +274.1% |
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