-22.1%
WULF vs UPST
-48.7%
+26.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +9.4% | -16.0% | -11.5% |
| 7D | -12.8% | -3.1% | -9.7% | -11.7% |
| 30D | -20.9% | -4.0% | -16.9% | -19.3% |
| 3M | -38.0% | -22.9% | -15.1% | -30.0% |
| 6M | -47.5% | -27.1% | -20.4% | -40.0% |
| YTD | +1.8% | -46.5% | +48.4% | +32.8% |
| 1Y | -22.1% | -49.4% | +27.4% | +6.3% |
| All | -22.1% | -48.7% | +26.6% | +6.3% |
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