+1,186.4%
UPRO vs WTW
+198.0%
+988.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -2.5% | -5.7% | +3.2% | +3.9% |
| 30D | -4.2% | -7.3% | +3.0% | +3.6% |
| 3M | +8.1% | +21.5% | -13.4% | -16.0% |
| 6M | +35.2% | +9.6% | +25.6% | +14.0% |
| YTD | +28.4% | -3.3% | +31.7% | +21.5% |
| 1Y | +39.3% | -6.1% | +45.4% | +35.1% |
| 3Y | +219.9% | +61.8% | +158.0% | +37.2% |
| 5Y | +142.8% | +42.7% | +100.2% | +31.9% |
| All | +1,186.4% | +198.0% | +988.4% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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