+210.5%
UPRO vs WST
+19.1%
+191.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.4% |
| 7D | -8.7% | -3.1% | -5.6% | -7.9% |
| 30D | -16.9% | +9.1% | -26.0% | -18.4% |
| 3M | -15.3% | +14.7% | -30.0% | -17.8% |
| 6M | -5.7% | +28.0% | -33.7% | -10.9% |
| YTD | +12.1% | +45.6% | -33.6% | +2.3% |
| 1Y | +16.4% | +45.7% | -29.2% | +6.3% |
| 3Y | +210.5% | +21.1% | +189.4% | +152.2% |
| All | +210.5% | +19.1% | +191.5% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling