+130.1%
WDAY vs UPRO
+1,064.0%
-933.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -4.6% | -2.9% | -1.7% | -4.1% |
| 30D | +1.2% | -12.4% | +13.7% | +5.6% |
| 3M | +2.6% | -11.9% | +14.4% | +6.6% |
| 6M | +47.8% | -1.7% | +49.4% | +45.4% |
| YTD | -12.1% | +18.5% | -30.6% | -20.7% |
| 1Y | -17.1% | +17.5% | -34.6% | -25.3% |
| 3Y | -17.9% | +218.4% | -236.2% | -53.7% |
| 5Y | -35.1% | +99.1% | -134.2% | -59.0% |
| 10Y | +130.1% | +1,071.1% | -941.0% | -50.5% |
| All | +130.1% | +1,064.0% | -933.9% | -50.5% |
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