+296.2%
WDAY vs UPRO
+3,584.5%
-3,288.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -4.0% |
| 7D | -2.5% | -8.7% | +6.2% | +0.5% |
| 30D | +4.7% | -16.9% | +21.6% | +11.7% |
| 3M | +13.3% | -15.3% | +28.6% | +20.0% |
| 6M | +57.3% | -5.7% | +63.0% | +57.4% |
| YTD | -10.2% | +12.1% | -22.3% | -17.4% |
| 1Y | -14.1% | +16.4% | -30.5% | -22.4% |
| 3Y | -11.7% | +210.5% | -222.2% | -50.4% |
| 5Y | -33.5% | +82.4% | -115.9% | -56.8% |
| 10Y | +133.1% | +1,144.5% | -1,011.5% | -45.6% |
| All | +296.2% | +3,584.5% | -3,288.3% | -30.9% |
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