-15.1%
WDAY vs UPST
+7.9%
-23.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.3% |
| YTD | -8.8% | -35.9% | +27.0% | -5.8% |
| 1Y | -15.3% | -57.4% | +42.1% | -9.6% |
| 3Y | -21.2% | -14.9% | -6.3% | -26.4% |
| 5Y | -29.5% | -88.7% | +59.2% | -33.8% |
| All | -15.1% | +7.9% | -23.0% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling