+136.8%
WDAY vs UPRO
+1,102.3%
-965.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | -4.8% | +9.7% | -14.4% | -8.2% |
| 30D | +2.5% | -9.8% | +12.2% | +5.6% |
| 3M | +8.8% | -9.1% | +17.9% | +11.7% |
| 6M | +60.7% | +0.9% | +59.8% | +56.6% |
| YTD | -11.2% | +21.9% | -33.1% | -20.9% |
| 1Y | -15.6% | +19.8% | -35.4% | -24.5% |
| 3Y | -17.1% | +227.4% | -244.5% | -53.8% |
| 5Y | -35.7% | +100.1% | -135.8% | -59.4% |
| All | +136.8% | +1,102.3% | -965.5% | -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