+219.0%
WAB vs UPST
-92.5%
+311.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.0% |
| 7D | +5.1% | -10.6% | +15.7% | +6.0% |
| 30D | +4.0% | -14.0% | +18.0% | +5.2% |
| 3M | +0.1% | -36.8% | +36.9% | +3.8% |
| 6M | +12.8% | -27.5% | +40.3% | +15.1% |
| YTD | +40.1% | -55.3% | +95.3% | +47.8% |
| 1Y | +46.4% | -47.5% | +93.9% | +52.1% |
| 3Y | +167.4% | -10.4% | +177.8% | +147.8% |
| All | +219.0% | -92.5% | +311.5% | +221.4% |
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