+100.1%
UPRO vs WST
-0.5%
+100.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | +9.7% | +4.9% | +4.8% | +7.3% |
| 30D | -9.8% | +10.7% | -20.4% | -13.7% |
| 3M | -9.1% | +16.8% | -25.9% | -15.4% |
| 6M | +0.9% | +32.0% | -31.1% | -11.8% |
| YTD | +21.9% | +49.9% | -28.0% | -0.8% |
| 1Y | +19.8% | +50.6% | -30.8% | -2.8% |
| 3Y | +227.4% | +21.4% | +206.0% | +149.5% |
| 5Y | +100.1% | -0.6% | +100.7% | +81.0% |
| All | +100.1% | -0.5% | +100.6% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling