+1,110.0%
UPRO vs WSM
+1,113.6%
-3.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | +1.7% |
| 7D | +9.7% | -3.2% | +12.8% | +11.9% |
| 30D | -9.8% | +4.6% | -14.4% | -12.3% |
| 3M | -9.1% | +2.4% | -11.5% | -10.7% |
| 6M | +0.9% | +43.7% | -42.8% | -20.2% |
| YTD | +21.9% | +42.1% | -20.2% | -3.4% |
| 1Y | +19.8% | +32.3% | -12.5% | -0.9% |
| 3Y | +227.4% | +253.0% | -25.6% | +31.3% |
| 5Y | +100.1% | +161.3% | -61.2% | -5.3% |
| All | +1,110.0% | +1,113.6% | -3.6% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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