+1,256.8%
WDC vs UPST
-13.8%
+1,270.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.1% |
| 7D | +1.7% | -3.5% | +5.3% | +2.2% |
| 30D | -10.0% | -7.1% | -2.8% | -9.2% |
| 3M | -18.8% | -13.1% | -5.7% | -17.2% |
| 6M | +79.0% | -1.1% | +80.1% | +77.8% |
| YTD | +171.6% | -35.9% | +207.4% | +183.7% |
| 1Y | +417.4% | -57.4% | +474.8% | +467.3% |
| All | +1,256.8% | -13.8% | +1,270.6% | +1,196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling