+68.9%
WAT vs UPST
+7.9%
+61.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -1.3% | -3.5% | +2.3% | -1.1% |
| 30D | +2.3% | -7.1% | +9.5% | +2.8% |
| 3M | +8.7% | -13.1% | +21.8% | +9.5% |
| 6M | +28.3% | -1.1% | +29.4% | +27.9% |
| YTD | +7.8% | -35.9% | +43.6% | +10.0% |
| 1Y | +36.6% | -57.4% | +94.0% | +42.2% |
| 3Y | +45.7% | -14.9% | +60.5% | +40.0% |
| 5Y | -3.3% | -88.7% | +85.3% | -7.3% |
| All | +68.9% | +7.9% | +61.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling