+892.2%
WULF vs UPST
-14.8%
+907.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +12.0% | +9.8% |
| 7D | +21.9% | -1.5% | +23.4% | +22.5% |
| 30D | +4.6% | -13.2% | +17.8% | +10.3% |
| 3M | -30.9% | -13.0% | -18.0% | -27.4% |
| 6M | +29.9% | -2.9% | +32.8% | +27.8% |
| YTD | +55.4% | -38.3% | +93.7% | +85.0% |
| 1Y | +94.1% | -60.5% | +154.6% | +174.1% |
| 3Y | +892.2% | -11.7% | +904.0% | +825.8% |
| All | +892.2% | -14.8% | +907.0% | +825.8% |
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