+223.8%
WELL vs UPST
-92.2%
+316.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.7% |
| 7D | +0.1% | -13.5% | +13.6% | +0.7% |
| 30D | +6.8% | -19.6% | +26.4% | +7.6% |
| 3M | +6.7% | -34.2% | +40.9% | +8.4% |
| 6M | +13.8% | -31.2% | +45.0% | +15.1% |
| YTD | +33.8% | -56.2% | +90.0% | +37.4% |
| 1Y | +29.6% | -51.7% | +81.3% | +32.3% |
| 3Y | +203.1% | -8.2% | +211.3% | +185.3% |
| 5Y | +223.8% | -92.8% | +316.6% | +237.8% |
| All | +223.8% | -92.2% | +316.1% | +237.8% |
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