+13.6%
WFC vs UPST
-59.7%
+73.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.8% |
| 7D | +1.1% | -1.5% | +2.6% | +1.2% |
| 30D | +0.8% | -13.2% | +14.0% | +2.4% |
| 3M | +9.3% | -13.0% | +22.2% | +10.6% |
| 6M | +10.6% | -2.9% | +13.5% | +8.6% |
| YTD | -4.1% | -38.3% | +34.2% | +0.8% |
| 1Y | +13.6% | -60.5% | +74.0% | +22.5% |
| All | +13.6% | -59.7% | +73.3% | +22.5% |
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