+206.5%
WELL vs UPST
-3.8%
+210.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.7% | +0.6% |
| 7D | +3.0% | -4.5% | +7.5% | +3.1% |
| 30D | +10.2% | -15.3% | +25.5% | +10.4% |
| 3M | +6.1% | -32.4% | +38.6% | +6.6% |
| 6M | +16.6% | -29.5% | +46.1% | +16.9% |
| YTD | +35.3% | -53.3% | +88.7% | +36.4% |
| 1Y | +31.5% | -47.4% | +78.8% | +32.1% |
| 3Y | +206.5% | -2.2% | +208.7% | +203.8% |
| All | +206.5% | -3.8% | +210.2% | +203.8% |
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 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