-35.7%
WDAY vs UPST
-92.2%
+56.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.6% |
| 7D | -4.8% | -13.5% | +8.7% | -3.1% |
| 30D | +2.5% | -19.6% | +22.1% | +5.0% |
| 3M | +8.8% | -34.2% | +42.9% | +14.1% |
| 6M | +60.7% | -31.2% | +91.9% | +67.0% |
| YTD | -11.2% | -56.2% | +45.0% | -3.4% |
| 1Y | -15.6% | -51.7% | +36.0% | -9.4% |
| 3Y | -17.1% | -8.2% | -8.9% | -25.3% |
| 5Y | -35.7% | -92.8% | +57.1% | -27.6% |
| All | -35.7% | -92.2% | +56.5% | -27.6% |
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