+1,359.8%
WDC vs UPRO
+230.2%
+1,129.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.3% |
| 7D | +6.0% | +1.5% | +4.5% | +4.8% |
| 30D | +9.9% | -3.7% | +13.7% | +12.5% |
| 3M | -9.4% | +8.0% | -17.4% | -13.4% |
| 6M | +94.7% | +38.7% | +56.1% | +59.6% |
| YTD | +177.4% | +29.5% | +147.8% | +137.9% |
| 1Y | +412.6% | +46.1% | +366.5% | +311.8% |
| 3Y | +1,359.8% | +229.1% | +1,130.7% | +628.8% |
| All | +1,359.8% | +230.2% | +1,129.6% | +628.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling