+70.4%
WDC vs UPST
-47.2%
+117.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +1.9% |
| 7D | -16.7% | -4.5% | -12.2% | -15.7% |
| 30D | -27.2% | -15.3% | -11.9% | -23.9% |
| 3M | -34.0% | -32.4% | -1.6% | -27.8% |
| 6M | -39.7% | -29.5% | -10.2% | -34.5% |
| YTD | +68.1% | -53.3% | +121.4% | +87.0% |
| All | +70.4% | -47.2% | +117.6% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling