+29.8%
WELL vs UPST
-49.8%
+79.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.1% |
| 7D | +0.1% | -10.6% | +10.8% | -0.2% |
| 30D | +5.7% | -14.0% | +19.6% | +5.2% |
| 3M | +4.6% | -36.8% | +41.5% | +3.2% |
| 6M | +11.9% | -27.5% | +39.4% | +10.7% |
| YTD | +33.6% | -55.3% | +88.9% | +29.6% |
| 1Y | +29.8% | -47.5% | +77.3% | +23.9% |
| All | +29.8% | -49.8% | +79.6% | +23.9% |
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