+137.1%
UPRO vs WTW
+42.3%
+94.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.3% |
| 7D | -6.0% | -7.8% | +1.8% | +0.2% |
| 30D | -5.8% | -7.9% | +2.1% | +0.3% |
| 3M | +10.8% | +19.9% | -9.1% | -6.6% |
| 6M | +31.6% | +9.8% | +21.8% | +17.1% |
| YTD | +25.4% | -3.3% | +28.7% | +23.5% |
| 1Y | +39.2% | -3.3% | +42.5% | +35.4% |
| 3Y | +218.5% | +61.5% | +157.0% | +44.5% |
| 5Y | +137.1% | +42.6% | +94.5% | +24.1% |
| All | +137.1% | +42.3% | +94.7% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling