+1,071.1%
UPRO vs WCC
+460.5%
+610.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.9% | -9.9% | +7.1% | +4.0% |
| 30D | -12.4% | -13.4% | +1.0% | -4.0% |
| 3M | -11.9% | -13.5% | +1.6% | -4.4% |
| 6M | -1.7% | -10.6% | +8.9% | +2.7% |
| YTD | +18.5% | +30.1% | -11.5% | -7.9% |
| 1Y | +17.5% | +22.3% | -4.8% | -4.6% |
| 3Y | +218.4% | +130.3% | +88.1% | +46.2% |
| 5Y | +99.1% | +144.5% | -45.4% | -16.0% |
| 10Y | +1,071.1% | +431.8% | +639.3% | +147.8% |
| All | +1,071.1% | +460.5% | +610.6% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling