+212.9%
WELL vs UPRO
+137.3%
+75.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.1% | -0.9% | +0.8% | 0.0% |
| 3M | +18.0% | +1.9% | +16.1% | +17.1% |
| 6M | +15.0% | +33.1% | -18.1% | +8.2% |
| YTD | +28.6% | +31.8% | -3.2% | +21.0% |
| 1Y | +42.9% | +48.3% | -5.4% | +31.0% |
| 3Y | +203.0% | +221.5% | -18.5% | +125.1% |
| All | +212.9% | +137.3% | +75.6% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling