+113.3%
WDAY vs UPRO
+1,162.5%
-1,049.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -7.4% | -1.3% | -6.1% | -6.9% |
| 30D | +1.0% | -5.0% | +6.0% | +3.2% |
| 3M | +32.7% | +7.5% | +25.2% | +27.9% |
| 6M | +25.6% | +33.2% | -7.6% | +9.8% |
| YTD | -13.4% | +27.7% | -41.1% | -23.3% |
| 1Y | -19.4% | +43.0% | -62.4% | -32.2% |
| 3Y | -25.8% | +224.4% | -250.2% | -58.2% |
| 5Y | -31.1% | +135.9% | -167.0% | -58.9% |
| 10Y | +113.3% | +1,232.5% | -1,119.2% | -52.8% |
| All | +113.3% | +1,162.5% | -1,049.2% | -52.8% |
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