+179.0%
WMT vs UPST
-21.5%
+200.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | 0.0% |
| 7D | +0.6% | -4.5% | +5.0% | +0.6% |
| 30D | +12.8% | -15.3% | +28.1% | +13.0% |
| 3M | +11.7% | -32.4% | +44.1% | +12.3% |
| 6M | -3.5% | -29.5% | +26.0% | -3.1% |
| YTD | +13.4% | -53.3% | +66.7% | +14.4% |
| 1Y | +23.6% | -47.4% | +71.0% | +24.4% |
| 3Y | +133.9% | -2.2% | +136.1% | +131.4% |
| 5Y | +170.1% | -92.0% | +262.2% | +165.5% |
| All | +179.0% | -21.5% | +200.5% | +169.4% |
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