+194.7%
WELL vs UPST
-29.4%
+224.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.2% |
| 7D | +4.4% | -4.9% | +9.3% | +4.5% |
| 30D | +10.8% | -8.9% | +19.7% | +10.9% |
| 3M | +4.2% | -26.3% | +30.5% | +4.5% |
| 6M | +14.0% | -23.7% | +37.7% | +14.2% |
| YTD | +33.4% | -49.9% | +83.4% | +34.3% |
| 1Y | +32.4% | -42.0% | +74.4% | +32.8% |
| 3Y | +194.7% | -25.3% | +220.0% | +194.4% |
| All | +194.7% | -29.4% | +224.1% | +194.4% |
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