+12,179.8%
UPRO vs WSM
+6,250.7%
+5,929.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.2% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -7.9% | +5.1% | -13.0% | -10.9% |
| 3M | -12.0% | +5.1% | -17.1% | -15.1% |
| 6M | -2.0% | +48.6% | -50.6% | -25.2% |
| YTD | +20.4% | +44.2% | -23.8% | -6.8% |
| 1Y | +24.5% | +38.1% | -13.6% | -1.1% |
| 3Y | +224.4% | +257.2% | -32.9% | +22.5% |
| 5Y | +97.6% | +165.1% | -67.5% | -11.0% |
| 10Y | +1,097.3% | +1,123.6% | -26.2% | +58.3% |
| All | +12,179.8% | +6,250.7% | +5,929.1% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling