+200.2%
WAB vs UPST
-93.6%
+293.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +1.9% |
| 7D | +1.4% | -4.9% | +6.3% | +1.8% |
| 30D | +0.4% | -8.9% | +9.3% | +1.1% |
| 3M | -3.8% | -26.3% | +22.5% | -1.6% |
| 6M | +5.1% | -23.7% | +28.8% | +6.8% |
| YTD | +33.3% | -49.9% | +83.3% | +39.4% |
| 1Y | +39.8% | -42.0% | +81.8% | +44.1% |
| 3Y | +161.1% | -25.3% | +186.3% | +145.1% |
| All | +200.2% | -93.6% | +293.8% | +201.2% |
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