+310.3%
WELL vs UPST
+7.9%
+302.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.0% |
| 7D | -0.8% | -3.5% | +2.7% | -0.7% |
| 30D | -0.1% | -7.1% | +7.0% | +0.1% |
| 3M | +18.0% | -13.1% | +31.1% | +18.3% |
| 6M | +15.0% | -1.1% | +16.1% | +14.7% |
| YTD | +28.6% | -35.9% | +64.5% | +29.6% |
| 1Y | +42.9% | -57.4% | +100.3% | +45.5% |
| 3Y | +203.0% | -14.9% | +217.9% | +194.2% |
| 5Y | +206.9% | -88.7% | +295.5% | +191.3% |
| All | +310.3% | +7.9% | +302.4% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling