-19.2%
WDAY vs UPST
+3.8%
-23.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -4.5% |
| 7D | -6.1% | -1.5% | -4.6% | -5.9% |
| 30D | +3.7% | -13.2% | +16.9% | +5.2% |
| 3M | +29.6% | -13.0% | +42.5% | +31.1% |
| 6M | +23.3% | -2.9% | +26.2% | +23.1% |
| YTD | -13.3% | -38.3% | +25.0% | -10.0% |
| 1Y | -19.6% | -60.5% | +40.8% | -13.7% |
| 3Y | -25.7% | -11.7% | -13.9% | -30.8% |
| 5Y | -31.6% | -90.2% | +58.6% | -35.3% |
| All | -19.2% | +3.8% | -23.0% | -34.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling