+100.5%
WMB vs UPST
-29.4%
+129.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -13.8% | -4.9% | -8.9% | -13.6% |
| 30D | -10.3% | -8.9% | -1.5% | -10.0% |
| 3M | -10.1% | -26.3% | +16.3% | -9.0% |
| 6M | -11.8% | -23.7% | +11.9% | -11.2% |
| YTD | +8.9% | -49.9% | +58.9% | +11.5% |
| 1Y | +14.0% | -42.0% | +55.9% | +15.6% |
| 3Y | +100.5% | -25.3% | +125.8% | +93.7% |
| All | +100.5% | -29.4% | +129.9% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling