+625.2%
WDC vs UPST
-21.5%
+646.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +0.7% |
| 7D | -16.7% | -4.5% | -12.2% | -16.3% |
| 30D | -27.2% | -15.3% | -11.9% | -25.8% |
| 3M | -34.0% | -32.4% | -1.6% | -31.2% |
| 6M | -39.7% | -29.5% | -10.2% | -37.5% |
| YTD | +68.1% | -53.3% | +121.4% | +80.2% |
| 1Y | +66.3% | -47.4% | +113.7% | +75.9% |
| 3Y | +754.4% | -2.2% | +756.6% | +705.1% |
| 5Y | +595.8% | -92.0% | +687.8% | +581.9% |
| All | +625.2% | -21.5% | +646.7% | +611.9% |
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 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