+231.9%
UPRO vs WSM
+271.7%
-39.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | -3.8% | -3.0% | -0.8% | -2.0% |
| 30D | -8.9% | +10.1% | -18.9% | -13.0% |
| 3M | -7.4% | +4.9% | -12.3% | -9.7% |
| 6M | +1.6% | +49.8% | -48.2% | -17.3% |
| YTD | +23.2% | +48.7% | -25.6% | +0.5% |
| 1Y | +21.2% | +38.7% | -17.5% | +2.2% |
| All | +231.9% | +271.7% | -39.8% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling