+106.7%
UPRO vs WSM
+184.0%
-77.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | -3.8% | -3.0% | -0.8% | -1.6% |
| 30D | -8.9% | +10.1% | -18.9% | -14.1% |
| 3M | -7.4% | +4.9% | -12.3% | -10.3% |
| 6M | +1.6% | +49.8% | -48.2% | -21.6% |
| YTD | +23.2% | +48.7% | -25.6% | -5.0% |
| 1Y | +21.2% | +38.7% | -17.5% | -2.5% |
| 3Y | +230.8% | +269.5% | -38.7% | +22.2% |
| 5Y | +106.7% | +179.0% | -72.3% | -11.9% |
| All | +106.7% | +184.0% | -77.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling