-42.8%
WULF vs UPST
-32.6%
-10.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.9% | +4.5% | +0.7% |
| 7D | +29.4% | -13.5% | +42.9% | +37.6% |
| 30D | -1.3% | -19.6% | +18.4% | +9.4% |
| 3M | -24.1% | -34.2% | +10.1% | -9.4% |
| 6M | -42.8% | -31.2% | -11.6% | -35.0% |
| All | -42.8% | -32.6% | -10.2% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling