+259.9%
WMB vs UPRO
+1,163.1%
-903.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +1.8% |
| 7D | -6.7% | -0.9% | -5.8% | -6.7% |
| 30D | -8.6% | -11.4% | +2.9% | -5.8% |
| 3M | -4.9% | -10.9% | +6.0% | -2.4% |
| 6M | -6.3% | -0.5% | -5.8% | -7.5% |
| YTD | +13.0% | +19.9% | -6.9% | +4.5% |
| 1Y | +14.9% | +24.2% | -9.3% | +5.0% |
| 3Y | +113.4% | +236.9% | -123.6% | +36.2% |
| 5Y | +190.2% | +96.6% | +93.6% | +100.7% |
| 10Y | +259.9% | +1,091.6% | -831.7% | +4.0% |
| All | +259.9% | +1,163.1% | -903.3% | +4.0% |
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