+8.0%
WULF vs UPST
-49.8%
+57.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -4.3% |
| 7D | +11.0% | -10.6% | +21.6% | +17.3% |
| 30D | +9.4% | -14.0% | +23.3% | +17.9% |
| 3M | -22.6% | -36.8% | +14.2% | -2.3% |
| 6M | -45.4% | -27.5% | -17.9% | -37.4% |
| YTD | +9.8% | -55.3% | +65.1% | +57.4% |
| 1Y | +8.0% | -47.5% | +55.6% | +41.6% |
| All | +8.0% | -49.8% | +57.9% | +41.6% |
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