+712.3%
WDC vs UPST
-29.4%
+741.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -28.0% | -4.9% | -23.0% | -27.3% |
| 30D | -34.9% | -8.9% | -26.1% | -34.0% |
| 3M | -41.6% | -26.3% | -15.2% | -39.0% |
| 6M | -45.4% | -23.7% | -21.6% | -43.3% |
| YTD | +53.3% | -49.9% | +103.2% | +66.3% |
| 1Y | +61.5% | -42.0% | +103.5% | +71.6% |
| 3Y | +712.3% | -25.3% | +737.6% | +721.3% |
| All | +712.3% | -29.4% | +741.7% | +721.3% |
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