+46.9%
WPM vs UPST
-59.7%
+106.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.7% |
| 7D | +7.0% | -1.5% | +8.5% | +7.3% |
| 30D | +15.7% | -13.2% | +29.0% | +18.2% |
| 3M | +35.2% | -13.0% | +48.2% | +37.7% |
| 6M | +6.1% | -2.9% | +9.0% | +7.0% |
| YTD | +32.6% | -38.3% | +70.9% | +36.1% |
| 1Y | +46.9% | -60.5% | +107.4% | +41.1% |
| All | +46.9% | -59.7% | +106.6% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling