+814.0%
WEC vs UPRO
+14,289.1%
-13,475.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -1.3% | -0.9% | -0.4% | -1.2% |
| 3M | -3.9% | +1.9% | -5.9% | -4.7% |
| 6M | -8.3% | +33.1% | -41.4% | -13.3% |
| YTD | +3.1% | +31.8% | -28.7% | -2.6% |
| 1Y | +1.9% | +48.3% | -46.3% | -5.9% |
| 3Y | +41.9% | +221.5% | -179.6% | +9.6% |
| 5Y | +30.8% | +136.7% | -106.0% | +0.8% |
| 10Y | +141.9% | +1,179.2% | -1,037.2% | +17.3% |
| All | +814.0% | +14,289.1% | -13,475.1% | +143.3% |
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