-100.0%
UVXY vs NWSA
+120.6%
-220.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +5.9% | +3.7% |
| 7D | +11.0% | -4.8% | +15.8% | +1.3% |
| 30D | -8.8% | +3.0% | -11.7% | -3.3% |
| 3M | -41.9% | +9.3% | -51.2% | -33.2% |
| 6M | -61.2% | +23.2% | -84.4% | -42.8% |
| YTD | -46.2% | +13.3% | -59.5% | -33.1% |
| 1Y | -65.2% | +2.9% | -68.1% | -63.3% |
| 3Y | -94.6% | +43.3% | -137.9% | -83.4% |
| 5Y | -99.7% | +40.9% | -140.6% | -98.6% |
| 10Y | -100.0% | +148.1% | -248.1% | -100.0% |
| All | -100.0% | +120.6% | -220.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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