+210.4%
WPM vs UPST
-4.9%
+215.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -3.6% | -10.6% | +7.1% | -2.5% |
| 30D | +1.4% | -14.0% | +15.4% | +2.8% |
| 3M | -0.2% | -36.8% | +36.7% | +3.8% |
| 6M | -7.3% | -27.5% | +20.2% | -4.7% |
| YTD | +12.3% | -55.3% | +67.6% | +18.4% |
| 1Y | +24.9% | -47.5% | +72.4% | +30.4% |
| 3Y | +210.4% | -10.4% | +220.8% | +200.1% |
| All | +210.4% | -4.9% | +215.3% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling