+46.0%
WM vs UPRO
+222.2%
-176.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | +0.4% | +1.9% | -1.5% | +0.3% |
| 6M | -9.5% | +33.1% | -42.6% | -11.3% |
| YTD | +0.5% | +31.8% | -31.3% | -1.5% |
| 1Y | -1.1% | +48.3% | -49.4% | -4.3% |
| All | +46.0% | +222.2% | -176.2% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling