+36.6%
WAT vs UPST
-56.5%
+93.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.3% | -3.5% | +2.3% | -0.8% |
| 30D | +2.3% | -7.1% | +9.5% | +3.3% |
| 3M | +8.7% | -13.1% | +21.8% | +10.5% |
| 6M | +28.3% | -1.1% | +29.4% | +27.7% |
| YTD | +7.8% | -35.9% | +43.6% | +12.8% |
| 1Y | +36.6% | -57.4% | +94.0% | +54.2% |
| All | +36.6% | -56.5% | +93.1% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling