+261.5%
WAB vs UPRO
+1,087.5%
-826.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +5.1% | +7.4% | -2.3% | +2.4% |
| 30D | +4.0% | -7.9% | +11.9% | +6.8% |
| 3M | +0.1% | -12.0% | +12.1% | +4.2% |
| 6M | +12.8% | -2.0% | +14.7% | +12.3% |
| YTD | +40.1% | +20.4% | +19.7% | +28.7% |
| 1Y | +46.4% | +24.5% | +21.9% | +32.7% |
| 3Y | +167.4% | +224.4% | -57.0% | +64.3% |
| 5Y | +215.0% | +97.6% | +117.4% | +112.3% |
| All | +261.5% | +1,087.5% | -826.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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