+86.1%
WULF vs UPST
-56.5%
+142.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.5% |
| 7D | +7.6% | -3.5% | +11.1% | +9.4% |
| 30D | -8.6% | -7.1% | -1.5% | -6.2% |
| 3M | -37.0% | -13.1% | -23.9% | -33.4% |
| 6M | +7.4% | -1.1% | +8.5% | +3.4% |
| YTD | +43.7% | -35.9% | +79.5% | +66.3% |
| 1Y | +86.1% | -57.4% | +143.5% | +114.2% |
| All | +86.1% | -56.5% | +142.7% | +114.2% |
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 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