-16.3%
WDAY vs UPST
-15.8%
-0.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.5% |
| 7D | -2.5% | -4.9% | +2.4% | -2.1% |
| 30D | +4.7% | -8.9% | +13.6% | +5.5% |
| 3M | +13.3% | -26.3% | +39.6% | +16.5% |
| 6M | +57.3% | -23.7% | +81.0% | +60.7% |
| YTD | -10.2% | -49.9% | +39.8% | -5.1% |
| 1Y | -14.1% | -42.0% | +27.9% | -10.5% |
| 3Y | -11.7% | -25.3% | +13.6% | -16.4% |
| 5Y | -33.5% | -93.4% | +59.9% | -35.4% |
| All | -16.3% | -15.8% | -0.5% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling