+246.1%
WFC vs UPST
+7.9%
+238.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +3.8% | -3.5% | +7.3% | +4.1% |
| 30D | +1.5% | -7.1% | +8.6% | +1.9% |
| 3M | +10.9% | -13.1% | +23.9% | +11.7% |
| 6M | +8.4% | -1.1% | +9.5% | +7.7% |
| YTD | -1.9% | -35.9% | +34.0% | +0.4% |
| 1Y | +12.3% | -57.4% | +69.8% | +18.0% |
| 3Y | +132.3% | -14.9% | +147.2% | +123.0% |
| 5Y | +130.1% | -88.7% | +218.7% | +120.2% |
| All | +246.1% | +7.9% | +238.2% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling