+36.5%
WELL vs UPST
-48.7%
+85.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +3.1% |
| 7D | +9.2% | -3.1% | +12.3% | +9.0% |
| 30D | +10.6% | -4.0% | +14.6% | +10.5% |
| 3M | +7.5% | -22.9% | +30.4% | +6.6% |
| 6M | +15.0% | -27.1% | +42.1% | +14.2% |
| YTD | +35.0% | -46.5% | +81.6% | +31.8% |
| 1Y | +36.5% | -49.4% | +85.9% | +32.9% |
| All | +36.5% | -48.7% | +85.2% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling