+302.1%
WDAY vs UPRO
+4,232.4%
-3,930.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | +14.7% | -0.9% | +15.6% | +15.3% |
| 3M | +32.4% | +1.9% | +30.4% | +30.0% |
| 6M | +36.9% | +33.1% | +3.8% | +19.1% |
| YTD | -8.8% | +31.8% | -40.6% | -20.6% |
| 1Y | -15.3% | +48.3% | -63.6% | -30.1% |
| 3Y | -21.2% | +221.5% | -242.7% | -56.0% |
| 5Y | -29.5% | +136.7% | -166.3% | -58.4% |
| 10Y | +120.0% | +1,179.2% | -1,059.1% | -48.5% |
| All | +302.1% | +4,232.4% | -3,930.3% | -33.6% |
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