+1.0%
WBD vs UPST
-88.8%
+89.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -1.8% | -3.5% | +1.7% | -1.2% |
| 30D | +8.8% | -7.1% | +15.9% | +9.9% |
| 3M | +4.6% | -13.1% | +17.7% | +6.5% |
| 6M | +1.1% | -1.1% | +2.2% | -0.5% |
| YTD | -2.0% | -35.9% | +33.9% | +3.0% |
| 1Y | +140.0% | -57.4% | +197.4% | +168.2% |
| 3Y | +144.4% | -14.9% | +159.2% | +116.0% |
| All | +1.0% | -88.8% | +89.8% | -13.5% |
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