+66.2%
WAT vs UPST
+3.8%
+62.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.3% |
| 7D | -0.7% | -1.5% | +0.8% | -0.6% |
| 30D | -1.0% | -13.2% | +12.2% | -0.1% |
| 3M | +10.9% | -13.0% | +23.9% | +11.7% |
| 6M | +33.2% | -2.9% | +36.1% | +32.9% |
| YTD | +6.1% | -38.3% | +44.4% | +8.5% |
| 1Y | +30.2% | -60.5% | +90.7% | +36.2% |
| 3Y | +52.9% | -11.7% | +64.6% | +46.7% |
| 5Y | -5.1% | -90.2% | +85.0% | -8.6% |
| All | +66.2% | +3.8% | +62.4% | +47.3% |
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