+197.9%
WULF vs UPST
+7.9%
+190.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.1% |
| 7D | +7.6% | -3.5% | +11.1% | +8.5% |
| 30D | -8.6% | -7.1% | -1.5% | -7.4% |
| 3M | -37.0% | -13.1% | -23.9% | -35.0% |
| 6M | +7.4% | -1.1% | +8.5% | +6.7% |
| YTD | +43.7% | -35.9% | +79.5% | +57.7% |
| 1Y | +86.1% | -57.4% | +143.5% | +122.7% |
| 3Y | +733.8% | -14.9% | +748.7% | +718.9% |
| 5Y | -33.6% | -88.7% | +55.1% | -38.0% |
| All | +197.9% | +7.9% | +190.1% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling