+225.8%
WELL vs UPST
-93.6%
+319.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | +4.4% | -4.9% | +9.3% | +4.6% |
| 30D | +10.8% | -8.9% | +19.7% | +11.1% |
| 3M | +4.2% | -26.3% | +30.5% | +5.3% |
| 6M | +14.0% | -23.7% | +37.7% | +14.8% |
| YTD | +33.4% | -49.9% | +83.4% | +36.2% |
| 1Y | +32.4% | -42.0% | +74.4% | +34.1% |
| 3Y | +194.7% | -25.3% | +220.0% | +181.3% |
| All | +225.8% | -93.6% | +319.4% | +222.1% |
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