+455.3%
WELL vs UPRO
+1,163.1%
-707.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | -0.9% |
| 7D | +3.5% | -0.9% | +4.4% | +3.4% |
| 30D | +9.7% | -11.4% | +21.1% | +12.7% |
| 3M | +4.8% | -10.9% | +15.7% | +7.3% |
| 6M | +16.1% | -0.5% | +16.6% | +14.2% |
| YTD | +34.7% | +19.9% | +14.8% | +24.6% |
| 1Y | +31.9% | +24.2% | +7.7% | +20.4% |
| 3Y | +209.9% | +236.9% | -27.1% | +94.9% |
| 5Y | +226.5% | +96.6% | +130.0% | +124.0% |
| 10Y | +455.3% | +1,091.6% | -636.3% | +116.5% |
| All | +455.3% | +1,163.1% | -707.9% | +116.5% |
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