+528.7%
WDC vs UPST
-93.6%
+622.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -28.0% | -4.9% | -23.0% | -27.4% |
| 30D | -34.9% | -8.9% | -26.1% | -34.1% |
| 3M | -41.6% | -26.3% | -15.2% | -39.2% |
| 6M | -45.4% | -23.7% | -21.6% | -43.5% |
| YTD | +53.3% | -49.9% | +103.2% | +65.6% |
| 1Y | +61.5% | -42.0% | +103.5% | +71.0% |
| 3Y | +712.3% | -25.3% | +737.6% | +664.2% |
| All | +528.7% | -93.6% | +622.3% | +548.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling