+167.9%
WMT vs UPST
-93.3%
+261.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -1.6% | +4.4% | -6.0% | -1.7% |
| 30D | +12.9% | -7.7% | +20.5% | +13.0% |
| 3M | +12.6% | -28.4% | +41.0% | +13.3% |
| 6M | -3.4% | -23.2% | +19.7% | -3.1% |
| YTD | +13.5% | -49.1% | +62.6% | +14.7% |
| 1Y | +23.5% | -42.4% | +65.9% | +24.4% |
| 3Y | +137.3% | +5.4% | +132.0% | +132.7% |
| 5Y | +167.9% | -92.9% | +260.8% | +163.1% |
| All | +167.9% | -93.3% | +261.3% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling