+30.8%
WAT vs UPST
-93.6%
+124.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.1% | -4.9% | +3.8% | -0.7% |
| 30D | +5.0% | -8.9% | +13.8% | +5.7% |
| 3M | +14.5% | -26.3% | +40.8% | +17.1% |
| 6M | +30.9% | -23.7% | +54.6% | +33.3% |
| YTD | +20.5% | -49.9% | +70.4% | +25.9% |
| 1Y | +23.3% | -42.0% | +65.3% | +27.2% |
| 3Y | +81.5% | -25.3% | +106.8% | +73.6% |
| All | +30.8% | -93.6% | +124.4% | +35.3% |
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 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