+13,342.5%
UPRO vs WSM
+5,567.9%
+7,774.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.6% |
| 7D | +0.1% | -3.3% | +3.3% | +2.2% |
| 30D | -0.9% | -8.4% | +7.5% | +4.8% |
| 3M | +1.9% | +9.7% | -7.7% | -4.6% |
| 6M | +33.1% | +16.7% | +16.4% | +19.3% |
| YTD | +31.8% | +28.7% | +3.1% | +10.1% |
| 1Y | +48.3% | +13.7% | +34.6% | +33.4% |
| 3Y | +221.5% | +230.1% | -8.6% | +27.2% |
| 5Y | +136.7% | +179.0% | -42.2% | +2.5% |
| 10Y | +1,179.2% | +1,002.5% | +176.6% | +81.1% |
| All | +13,342.5% | +5,567.9% | +7,774.6% | +396.6% |
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 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