-56.3%
WULF vs UPST
-92.3%
+36.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.7% | +4.3% |
| 7D | +0.2% | -4.5% | +4.7% | +1.4% |
| 30D | -8.8% | -15.3% | +6.5% | -3.4% |
| 3M | -22.5% | -32.4% | +10.0% | -12.0% |
| 6M | -46.3% | -29.5% | -16.8% | -40.1% |
| YTD | +9.3% | -53.3% | +62.6% | +38.5% |
| 1Y | -12.2% | -47.4% | +35.2% | +7.4% |
| 3Y | +1,181.6% | -2.2% | +1,183.8% | +1,064.2% |
| All | -56.3% | -92.3% | +36.0% | -49.6% |
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