+33.6%
WEC vs UPST
-88.8%
+122.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.3% | -3.5% | +3.3% | -0.2% |
| 30D | -1.3% | -7.1% | +5.8% | -1.2% |
| 3M | -3.9% | -13.1% | +9.2% | -3.8% |
| 6M | -8.3% | -1.1% | -7.2% | -8.4% |
| YTD | +3.1% | -35.9% | +38.9% | +3.5% |
| 1Y | +1.9% | -57.4% | +59.4% | +3.0% |
| 3Y | +41.9% | -14.9% | +56.8% | +39.0% |
| All | +33.6% | -88.8% | +122.4% | +23.8% |
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 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