+770.0%
WDC vs UPST
-4.9%
+774.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.3% |
| 7D | +12.1% | -10.6% | +22.7% | +14.1% |
| 30D | -18.8% | -14.0% | -4.8% | -16.8% |
| 3M | -39.3% | -36.8% | -2.5% | -35.0% |
| 6M | -40.1% | -27.5% | -12.6% | -37.2% |
| YTD | +71.8% | -55.3% | +127.1% | +90.2% |
| 1Y | +88.5% | -47.5% | +136.0% | +103.8% |
| 3Y | +770.0% | -10.4% | +780.4% | +785.8% |
| All | +770.0% | -4.9% | +774.9% | +785.8% |
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