+29.5%
WAT vs UPST
-92.2%
+121.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.0% | -1.3% |
| 7D | +2.0% | -13.5% | +15.5% | +3.2% |
| 30D | +7.7% | -19.6% | +27.3% | +9.5% |
| 3M | +11.1% | -34.2% | +45.3% | +14.7% |
| 6M | +31.2% | -31.2% | +62.4% | +34.7% |
| YTD | +21.7% | -56.2% | +77.9% | +28.6% |
| 1Y | +19.3% | -51.7% | +71.0% | +24.9% |
| 3Y | +80.6% | -8.2% | +88.8% | +70.8% |
| 5Y | +29.5% | -92.8% | +122.3% | +35.7% |
| All | +29.5% | -92.2% | +121.8% | +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 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