+236.9%
UPRO vs WCC
+135.0%
+102.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.2% | +2.3% |
| 7D | -0.9% | -5.7% | +4.8% | +1.9% |
| 30D | -11.4% | -13.5% | +2.0% | -4.5% |
| 3M | -10.9% | -12.9% | +2.0% | -5.1% |
| 6M | -0.5% | -10.7% | +10.1% | +3.5% |
| YTD | +19.9% | +30.0% | -10.1% | -2.5% |
| 1Y | +24.2% | +24.7% | -0.5% | +3.7% |
| 3Y | +236.9% | +136.6% | +100.4% | +71.7% |
| All | +236.9% | +135.0% | +102.0% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling