-20.8%
WDAY vs UPST
-13.8%
-7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.2% |
| 7D | -4.4% | -3.5% | -0.8% | -4.0% |
| 30D | +14.7% | -7.1% | +21.9% | +15.6% |
| 3M | +32.4% | -13.1% | +45.4% | +33.9% |
| 6M | +36.9% | -1.1% | +38.0% | +36.4% |
| YTD | -8.8% | -35.9% | +27.0% | -5.9% |
| 1Y | -15.3% | -57.4% | +42.1% | -10.3% |
| All | -20.8% | -13.8% | -7.0% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling