+1.5%
WFC vs UPST
-44.0%
+45.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | +0.1% | +4.4% | -4.3% | -0.4% |
| 30D | +2.9% | -7.7% | +10.6% | +3.7% |
| 3M | -1.4% | -28.4% | +27.0% | +2.0% |
| 6M | +14.3% | -23.2% | +37.5% | +16.4% |
| YTD | -6.2% | -49.1% | +42.9% | +0.3% |
| All | +1.5% | -44.0% | +45.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling