-100.0%
UVXY vs GWW
+1,037.5%
-1,137.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.4% | -5.6% |
| 7D | +2.8% | -3.4% | +6.2% | -3.2% |
| 30D | -11.4% | -1.9% | -9.5% | -14.5% |
| 3M | -41.5% | -2.4% | -39.1% | -43.7% |
| 6M | -61.0% | +15.7% | -76.8% | -47.2% |
| YTD | -49.8% | +27.6% | -77.4% | -16.5% |
| 1Y | -66.4% | +27.2% | -93.6% | -43.6% |
| 3Y | -94.8% | +89.7% | -184.4% | -75.6% |
| 5Y | -99.7% | +223.9% | -323.6% | -94.9% |
| 10Y | -100.0% | +567.1% | -667.1% | -100.0% |
| All | -100.0% | +1,037.5% | -1,137.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling