+96.1%
WAT vs UPST
-21.5%
+117.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +0.3% |
| 7D | +3.4% | -4.5% | +7.9% | +3.7% |
| 30D | +9.6% | -15.3% | +24.9% | +10.7% |
| 3M | +15.5% | -32.4% | +47.9% | +18.2% |
| 6M | +33.9% | -29.5% | +63.4% | +36.5% |
| YTD | +25.2% | -53.3% | +78.5% | +30.2% |
| 1Y | +26.3% | -47.4% | +73.6% | +30.2% |
| 3Y | +85.8% | -2.2% | +88.0% | +78.4% |
| 5Y | +35.3% | -92.0% | +127.3% | +32.4% |
| All | +96.1% | -21.5% | +117.6% | +76.8% |
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