+90.7%
WFC vs UPST
-92.5%
+183.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +2.5% | -10.6% | +13.2% | +3.6% |
| 30D | +7.0% | -14.0% | +21.0% | +8.4% |
| 3M | -1.8% | -36.8% | +35.1% | +2.4% |
| 6M | +18.4% | -27.5% | +45.9% | +21.2% |
| YTD | -5.6% | -55.3% | +49.7% | +0.5% |
| 1Y | +3.9% | -47.5% | +51.4% | +8.7% |
| 3Y | +126.3% | -10.4% | +136.8% | +113.8% |
| All | +90.7% | -92.5% | +183.2% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling