+138.1%
WMT vs UPST
+7.9%
+130.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.2% |
| 7D | +3.9% | -3.5% | +7.5% | +4.0% |
| 30D | -4.4% | -7.1% | +2.7% | -4.3% |
| 3M | -8.8% | -13.1% | +4.3% | -8.6% |
| 6M | -15.6% | -1.1% | -14.5% | -15.8% |
| YTD | -3.2% | -35.9% | +32.6% | -2.8% |
| 1Y | +7.0% | -57.4% | +64.5% | +8.2% |
| 3Y | +105.3% | -14.9% | +120.2% | +103.2% |
| 5Y | +129.3% | -88.7% | +217.9% | +124.5% |
| All | +138.1% | +7.9% | +130.2% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling