+317.4%
WMB vs UPST
-26.3%
+343.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.6% | +1.0% |
| 7D | +8.1% | -13.5% | +21.6% | +8.5% |
| 30D | -6.9% | -19.6% | +12.8% | -6.3% |
| 3M | -5.1% | -34.2% | +29.1% | -4.0% |
| 6M | -5.7% | -31.2% | +25.5% | -4.9% |
| YTD | +18.1% | -56.2% | +74.3% | +20.4% |
| 1Y | +18.4% | -51.7% | +70.1% | +20.3% |
| 3Y | +122.7% | -8.2% | +131.0% | +117.6% |
| 5Y | +202.0% | -92.8% | +294.8% | +195.8% |
| All | +317.4% | -26.3% | +343.8% | +295.5% |
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