-13.5%
WDAY vs UPST
-48.7%
+35.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | -0.4% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | +6.8% | -4.0% | +10.8% | +7.4% |
| 3M | +17.8% | -22.9% | +40.7% | +25.2% |
| 6M | +57.8% | -27.1% | +84.9% | +68.5% |
| YTD | -6.0% | -46.5% | +40.5% | +5.3% |
| 1Y | -13.5% | -49.4% | +35.9% | -2.3% |
| All | -13.5% | -48.7% | +35.1% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling