+117.7%
WFC vs UPST
-29.4%
+147.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.2% | -4.9% | +6.2% | +1.7% |
| 30D | +5.2% | -8.9% | +14.1% | +6.1% |
| 3M | -3.0% | -26.3% | +23.3% | 0.0% |
| 6M | +6.2% | -23.7% | +29.9% | +8.5% |
| YTD | -7.9% | -49.9% | +42.0% | -2.1% |
| 1Y | +0.3% | -42.0% | +42.3% | +4.5% |
| 3Y | +117.7% | -25.3% | +143.0% | +114.3% |
| All | +117.7% | -29.4% | +147.1% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling