+233.0%
WFC vs UPST
-24.8%
+257.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +2.5% | -10.6% | +13.2% | +3.3% |
| 30D | +7.0% | -14.0% | +21.0% | +8.1% |
| 3M | -1.8% | -36.8% | +35.1% | +1.4% |
| 6M | +18.4% | -27.5% | +45.9% | +20.6% |
| YTD | -5.6% | -55.3% | +49.7% | -0.9% |
| 1Y | +3.9% | -47.5% | +51.4% | +7.6% |
| 3Y | +126.3% | -10.4% | +136.8% | +118.5% |
| 5Y | +91.1% | -92.6% | +183.7% | +87.9% |
| All | +233.0% | -24.8% | +257.7% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling