+641.3%
WDC vs UPST
-24.8%
+666.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.2% |
| 7D | +12.1% | -10.6% | +22.7% | +13.4% |
| 30D | -18.8% | -14.0% | -4.8% | -17.5% |
| 3M | -39.3% | -36.8% | -2.5% | -36.3% |
| 6M | -40.1% | -27.5% | -12.6% | -38.2% |
| YTD | +71.8% | -55.3% | +127.1% | +85.0% |
| 1Y | +88.5% | -47.5% | +136.0% | +99.4% |
| 3Y | +770.0% | -10.4% | +780.4% | +726.9% |
| 5Y | +549.0% | -92.6% | +641.6% | +539.7% |
| All | +641.3% | -24.8% | +666.1% | +631.0% |
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