+337.6%
WELL vs UPRO
+1,152.9%
-815.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | +0.5% | -3.7% | +4.2% | +1.5% |
| 3M | +19.1% | +8.0% | +11.1% | +15.7% |
| 6M | +17.0% | +38.7% | -21.7% | +5.1% |
| YTD | +29.2% | +29.5% | -0.4% | +17.8% |
| 1Y | +42.1% | +46.1% | -3.9% | +24.4% |
| 3Y | +204.5% | +229.1% | -24.5% | +94.4% |
| 5Y | +211.0% | +136.0% | +75.0% | +101.6% |
| 10Y | +337.6% | +1,155.3% | -817.7% | +52.9% |
| All | +337.6% | +1,152.9% | -815.3% | +52.9% |
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