+772.0%
WDC vs UPRO
+226.4%
+545.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.0% | +2.9% | +4.9% |
| 7D | -14.4% | -0.9% | -13.5% | -13.4% |
| 30D | -27.1% | -11.4% | -15.6% | -19.8% |
| 3M | -33.3% | -10.9% | -22.4% | -27.3% |
| 6M | -39.6% | -0.5% | -39.0% | -38.3% |
| YTD | +68.4% | +19.9% | +48.5% | +53.0% |
| 1Y | +78.2% | +24.2% | +54.0% | +59.3% |
| 3Y | +772.0% | +236.9% | +535.1% | +349.8% |
| All | +772.0% | +226.4% | +545.6% | +349.8% |
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