-70.5%
UVXY vs WAB
+46.5%
-117.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.1% | -15.2% | -12.6% |
| 7D | -6.3% | +4.5% | -10.8% | +0.3% |
| 30D | -2.7% | +1.1% | -3.8% | +0.3% |
| 3M | -29.9% | -1.3% | -28.7% | -29.8% |
| 6M | -56.5% | +12.7% | -69.2% | -45.7% |
| YTD | -54.8% | +38.7% | -93.5% | -1.5% |
| 1Y | -70.5% | +44.9% | -115.5% | -24.8% |
| All | -70.5% | +46.5% | -117.1% | -24.8% |
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