+20.3%
WM vs UPST
-47.3%
+67.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -2.1% |
| 7D | +1.2% | -4.9% | +6.1% | +1.1% |
| 30D | +13.1% | -8.9% | +21.9% | +12.8% |
| 3M | +3.6% | -26.3% | +29.9% | +2.6% |
| 6M | +8.1% | -23.7% | +31.8% | +7.0% |
| YTD | +8.9% | -49.9% | +58.9% | +9.2% |
| 1Y | +20.3% | -42.0% | +62.3% | +19.3% |
| All | +20.3% | -47.3% | +67.6% | +19.3% |
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 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