+189.4%
WEC vs UPRO
+1,064.0%
-874.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | +12.8% | -12.4% | +25.2% | +14.6% |
| 3M | +11.2% | -11.9% | +23.1% | +12.8% |
| 6M | +6.6% | -1.7% | +8.3% | +6.0% |
| YTD | +13.8% | +18.5% | -4.7% | +9.4% |
| 1Y | +7.6% | +17.5% | -9.9% | +3.4% |
| 3Y | +62.2% | +218.4% | -156.2% | +26.5% |
| 5Y | +52.0% | +99.1% | -47.2% | +22.0% |
| 10Y | +189.4% | +1,071.1% | -881.7% | +38.1% |
| All | +189.4% | +1,064.0% | -874.6% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling