-1.9%
WBD vs UPST
+7.9%
-9.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -1.8% | -3.5% | +1.7% | -1.4% |
| 30D | +8.8% | -7.1% | +15.9% | +9.6% |
| 3M | +4.6% | -13.1% | +17.7% | +6.0% |
| 6M | +1.1% | -1.1% | +2.2% | 0.0% |
| YTD | -2.0% | -35.9% | +33.9% | +1.7% |
| 1Y | +140.0% | -57.4% | +197.4% | +160.2% |
| 3Y | +144.4% | -14.9% | +159.2% | +127.0% |
| 5Y | -0.2% | -88.7% | +88.4% | -10.7% |
| All | -1.9% | +7.9% | -9.8% | -4.9% |
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