-94.8%
UVXY vs GWW
+89.6%
-184.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.4% | -5.7% |
| 7D | +2.8% | -3.4% | +6.2% | -2.6% |
| 30D | -11.4% | -1.9% | -9.5% | -14.1% |
| 3M | -41.5% | -2.4% | -39.1% | -43.3% |
| 6M | -61.0% | +15.7% | -76.8% | -47.1% |
| YTD | -49.8% | +27.6% | -77.4% | -16.3% |
| 1Y | -66.4% | +27.2% | -93.6% | -43.6% |
| 3Y | -94.8% | +89.7% | -184.4% | -74.8% |
| All | -94.8% | +89.6% | -184.4% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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