+136.0%
UPRO vs WCN
+30.9%
+105.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.7% |
| 7D | +1.5% | -0.4% | +1.9% | +1.9% |
| 30D | -3.7% | -2.1% | -1.6% | -1.8% |
| 3M | +8.0% | +6.4% | +1.6% | -0.8% |
| 6M | +38.7% | -3.7% | +42.3% | +39.4% |
| YTD | +29.5% | -6.4% | +35.9% | +33.5% |
| 1Y | +46.1% | -7.9% | +54.0% | +51.8% |
| 3Y | +229.1% | +20.8% | +208.3% | +126.2% |
| 5Y | +136.0% | +29.0% | +107.0% | +44.1% |
| All | +136.0% | +30.9% | +105.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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