+105.8%
WM vs UPST
+7.9%
+97.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -0.3% | -3.5% | +3.2% | -0.3% |
| 30D | -2.4% | -7.1% | +4.7% | -2.3% |
| 3M | +0.4% | -13.1% | +13.5% | +0.5% |
| 6M | -9.5% | -1.1% | -8.4% | -9.6% |
| YTD | +0.5% | -35.9% | +36.4% | +0.9% |
| 1Y | -1.1% | -57.4% | +56.3% | -0.3% |
| 3Y | +46.0% | -14.9% | +60.9% | +44.2% |
| 5Y | +51.8% | -88.7% | +140.5% | +49.6% |
| All | +105.8% | +7.9% | +97.9% | +94.9% |
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