+13,342.5%
UPRO vs WST
+2,203.6%
+11,138.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.6% |
| 7D | +0.1% | +0.7% | -0.7% | -0.5% |
| 30D | -0.9% | -3.1% | +2.3% | +1.6% |
| 3M | +1.9% | +7.2% | -5.3% | -4.6% |
| 6M | +33.1% | +36.8% | -3.7% | -0.1% |
| YTD | +31.8% | +23.8% | +7.9% | +6.3% |
| 1Y | +48.3% | +37.8% | +10.5% | +7.1% |
| 3Y | +221.5% | -15.9% | +237.4% | +173.0% |
| 5Y | +136.7% | -25.8% | +162.6% | +125.9% |
| 10Y | +1,179.2% | +319.6% | +859.6% | +51.5% |
| All | +13,342.5% | +2,203.6% | +11,138.9% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling