+235.7%
WPM vs UPST
-26.3%
+262.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.1% | -2.4% |
| 7D | -0.5% | -13.5% | +13.0% | +0.2% |
| 30D | -3.1% | -19.6% | +16.5% | -2.1% |
| 3M | -2.2% | -34.2% | +32.0% | -0.2% |
| 6M | -7.4% | -31.2% | +23.8% | -5.7% |
| YTD | +12.6% | -56.2% | +68.9% | +16.4% |
| 1Y | +22.8% | -51.7% | +74.5% | +26.4% |
| 3Y | +213.6% | -8.2% | +221.9% | +206.1% |
| 5Y | +211.2% | -92.8% | +303.9% | +210.3% |
| All | +235.7% | -26.3% | +262.1% | +215.7% |
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