-69.8%
UVXY vs WAB
+48.2%
-117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +1.7% |
| 7D | -5.0% | -3.2% | -1.8% | -9.0% |
| 30D | -20.5% | -4.4% | -16.1% | -25.2% |
| 3M | -36.6% | +7.9% | -44.4% | -27.6% |
| 6M | -56.9% | +8.7% | -65.6% | -45.2% |
| YTD | -51.2% | +33.0% | -84.2% | -10.8% |
| 1Y | -69.8% | +46.7% | -116.4% | -35.0% |
| All | -69.8% | +48.2% | -117.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling