+26.3%
WAT vs UPST
-48.7%
+74.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +1.1% |
| 7D | +3.4% | -4.5% | +7.9% | +4.1% |
| 30D | +9.6% | -15.3% | +24.9% | +12.4% |
| 3M | +15.5% | -32.4% | +47.9% | +22.2% |
| 6M | +33.9% | -29.5% | +63.4% | +40.6% |
| YTD | +25.2% | -53.3% | +78.5% | +37.6% |
| 1Y | +26.3% | -47.4% | +73.6% | +35.7% |
| All | +26.3% | -48.7% | +74.9% | +35.7% |
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