+302.1%
WMB vs UPRO
+1,152.9%
-850.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.7% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | +7.7% | -3.7% | +11.4% | +8.7% |
| 3M | +6.7% | +8.0% | -1.3% | +3.6% |
| 6M | +3.6% | +38.7% | -35.0% | -7.2% |
| YTD | +28.0% | +29.5% | -1.6% | +16.4% |
| 1Y | +37.6% | +46.1% | -8.5% | +20.0% |
| 3Y | +149.0% | +229.1% | -80.1% | +60.2% |
| 5Y | +285.3% | +136.0% | +149.3% | +150.7% |
| 10Y | +302.1% | +1,155.3% | -853.2% | +12.6% |
| All | +302.1% | +1,152.9% | -850.9% | +12.6% |
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