+295.1%
WPM vs UPST
+3.8%
+291.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.3% |
| 7D | +7.0% | -1.5% | +8.5% | +7.1% |
| 30D | +15.7% | -13.2% | +29.0% | +16.5% |
| 3M | +35.2% | -13.0% | +48.2% | +36.0% |
| 6M | +6.1% | -2.9% | +9.0% | +6.1% |
| YTD | +32.6% | -38.3% | +70.9% | +34.8% |
| 1Y | +46.9% | -60.5% | +107.4% | +51.6% |
| 3Y | +276.3% | -11.7% | +288.0% | +264.9% |
| 5Y | +260.0% | -90.2% | +350.2% | +252.9% |
| All | +295.1% | +3.8% | +291.3% | +265.4% |
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