-30.9%
WULF vs UPST
-90.4%
+59.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | 0.0% | -2.7% |
| 7D | +15.6% | -8.1% | +23.7% | +18.8% |
| 30D | +5.7% | -14.3% | +20.0% | +10.7% |
| 3M | -32.3% | -16.6% | -15.6% | -28.5% |
| 6M | +23.7% | -7.3% | +31.0% | +24.6% |
| YTD | +49.1% | -40.8% | +89.9% | +73.8% |
| 1Y | +66.3% | -62.4% | +128.7% | +122.3% |
| 3Y | +851.7% | -15.3% | +867.0% | +785.1% |
| 5Y | -30.9% | -91.1% | +60.1% | -31.6% |
| All | -30.9% | -90.4% | +59.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling