-34.1%
WDAY vs UPRO
+81.0%
-115.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.9% |
| 7D | -2.5% | -8.7% | +6.2% | +0.4% |
| 30D | +4.7% | -16.9% | +21.6% | +11.5% |
| 3M | +13.3% | -15.3% | +28.6% | +19.7% |
| 6M | +57.3% | -5.7% | +63.0% | +57.4% |
| YTD | -10.2% | +12.1% | -22.3% | -17.3% |
| 1Y | -14.1% | +16.4% | -30.5% | -22.4% |
| 3Y | -11.7% | +210.5% | -222.2% | -52.4% |
| All | -34.1% | +81.0% | -115.1% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling