+626.6%
WDC vs UPST
-14.4%
+641.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.2% | +9.7% |
| 7D | -14.4% | +4.4% | -18.8% | -14.8% |
| 30D | -27.1% | -7.7% | -19.4% | -26.4% |
| 3M | -33.3% | -28.4% | -4.8% | -30.9% |
| 6M | -39.6% | -23.2% | -16.4% | -38.0% |
| YTD | +68.4% | -49.1% | +117.5% | +78.8% |
| 1Y | +78.2% | -42.4% | +120.5% | +86.6% |
| 3Y | +772.0% | +5.4% | +766.7% | +715.0% |
| 5Y | +584.9% | -92.9% | +677.8% | +569.9% |
| All | +626.6% | -14.4% | +641.1% | +606.7% |
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