-28.6%
WDAY vs UPST
-88.8%
+60.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.2% |
| 7D | -4.4% | -3.5% | -0.8% | -3.9% |
| 30D | +14.7% | -7.1% | +21.9% | +15.8% |
| 3M | +32.4% | -13.1% | +45.4% | +34.2% |
| 6M | +36.9% | -1.1% | +38.0% | +36.2% |
| YTD | -8.8% | -35.9% | +27.0% | -5.1% |
| 1Y | -15.3% | -57.4% | +42.1% | -8.3% |
| 3Y | -21.2% | -14.9% | -6.3% | -28.3% |
| All | -28.6% | -88.8% | +60.2% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling