+184.6%
WMT vs UPST
-24.8%
+209.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.5% |
| 7D | +2.0% | -10.6% | +12.7% | +2.2% |
| 30D | +10.3% | -14.0% | +24.3% | +10.5% |
| 3M | +11.0% | -36.8% | +47.8% | +11.7% |
| 6M | -2.3% | -27.5% | +25.2% | -2.0% |
| YTD | +15.7% | -55.3% | +71.0% | +16.8% |
| 1Y | +26.0% | -47.5% | +73.5% | +26.8% |
| 3Y | +136.5% | -10.4% | +146.9% | +134.3% |
| 5Y | +176.8% | -92.6% | +269.4% | +172.3% |
| All | +184.6% | -24.8% | +209.4% | +175.0% |
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