+121.3%
WMB vs UPRO
+226.4%
-105.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +7.8% | +7.4% | +0.4% | +6.6% |
| 30D | -5.1% | -7.9% | +2.8% | -4.0% |
| 3M | -4.7% | -12.0% | +7.3% | -3.0% |
| 6M | -7.4% | -2.0% | -5.4% | -7.8% |
| YTD | +17.5% | +20.4% | -2.9% | +12.0% |
| 1Y | +19.5% | +24.5% | -5.0% | +13.0% |
| 3Y | +121.3% | +224.4% | -103.1% | +72.5% |
| All | +121.3% | +226.4% | -105.1% | +72.5% |
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