-100.0%
UVXY vs WAB
+296.8%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.8% | -5.0% |
| 7D | +2.8% | +0.1% | +2.7% | +3.2% |
| 30D | -11.4% | -4.1% | -7.3% | -17.3% |
| 3M | -41.5% | +8.2% | -49.7% | -32.8% |
| 6M | -61.0% | +15.4% | -76.4% | -47.2% |
| YTD | -49.8% | +33.1% | -83.0% | -10.2% |
| 1Y | -66.4% | +48.1% | -114.5% | -25.1% |
| 3Y | -94.8% | +167.7% | -262.5% | -52.7% |
| 5Y | -99.7% | +225.7% | -325.4% | -94.4% |
| All | -100.0% | +296.8% | -396.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling