+123.0%
WM vs UPST
-15.8%
+138.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -2.1% |
| 7D | +1.2% | -4.9% | +6.1% | +1.2% |
| 30D | +13.1% | -8.9% | +21.9% | +13.2% |
| 3M | +3.6% | -26.3% | +29.9% | +3.9% |
| 6M | +8.1% | -23.7% | +31.8% | +8.2% |
| YTD | +8.9% | -49.9% | +58.9% | +9.5% |
| 1Y | +20.3% | -42.0% | +62.3% | +20.8% |
| 3Y | +46.2% | -25.3% | +71.5% | +44.5% |
| 5Y | +59.9% | -93.4% | +153.3% | +58.3% |
| All | +123.0% | -15.8% | +138.8% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling