+13,114.2%
UPRO vs WTW
+567.8%
+12,546.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | +1.6% |
| 7D | +1.5% | -2.7% | +4.2% | +4.8% |
| 30D | -3.7% | -5.6% | +1.9% | +2.6% |
| 3M | +8.0% | +26.5% | -18.5% | -21.4% |
| 6M | +38.7% | +8.1% | +30.5% | +17.5% |
| YTD | +29.5% | -0.3% | +29.9% | +17.1% |
| 1Y | +46.1% | -0.9% | +46.9% | +31.1% |
| 3Y | +229.1% | +66.6% | +162.5% | +36.3% |
| 5Y | +136.0% | +54.0% | +82.0% | +15.8% |
| 10Y | +1,155.3% | +198.1% | +957.1% | +183.6% |
| All | +13,114.2% | +567.8% | +12,546.4% | +1,057.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling