+266.6%
WPM vs UPST
-14.4%
+281.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.5% |
| 7D | +20.8% | +4.4% | +16.4% | +20.6% |
| 30D | +3.8% | -7.7% | +11.5% | +4.2% |
| 3M | +7.4% | -28.4% | +35.8% | +9.1% |
| 6M | +4.0% | -23.2% | +27.1% | +5.2% |
| YTD | +23.0% | -49.1% | +72.1% | +26.2% |
| 1Y | +45.9% | -42.4% | +88.3% | +48.9% |
| 3Y | +242.9% | +5.4% | +237.6% | +232.2% |
| 5Y | +259.5% | -92.9% | +352.4% | +256.8% |
| All | +266.6% | -14.4% | +281.1% | +242.2% |
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