+1,014.1%
UPRO vs WST
+448.5%
+565.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | -0.4% |
| 7D | -8.7% | -3.1% | -5.6% | -6.5% |
| 30D | -16.9% | +9.1% | -26.0% | -21.3% |
| 3M | -15.3% | +14.7% | -30.0% | -22.7% |
| 6M | -5.7% | +28.0% | -33.7% | -20.7% |
| YTD | +12.1% | +45.6% | -33.6% | -15.0% |
| 1Y | +16.4% | +45.7% | -29.2% | -11.9% |
| 3Y | +210.5% | +21.1% | +189.4% | +107.3% |
| 5Y | +82.4% | +0.3% | +82.1% | +46.1% |
| All | +1,014.1% | +448.5% | +565.6% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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