+701.0%
WAT vs UPRO
+14,289.1%
-13,588.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | +8.7% | +1.9% | +6.8% | +7.4% |
| 6M | +28.3% | +33.1% | -4.8% | +15.6% |
| YTD | +7.8% | +31.8% | -24.0% | -2.9% |
| 1Y | +36.6% | +48.3% | -11.7% | +17.7% |
| 3Y | +45.7% | +221.5% | -175.8% | -7.4% |
| 5Y | -3.3% | +136.7% | -140.1% | -37.1% |
| 10Y | +162.1% | +1,179.2% | -1,017.1% | -23.2% |
| All | +701.0% | +14,289.1% | -13,588.1% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling