-66.4%
UVXY vs WAB
+49.7%
-116.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.8% | -5.4% |
| 7D | +2.8% | +0.1% | +2.7% | +3.1% |
| 30D | -11.4% | -4.1% | -7.3% | -16.0% |
| 3M | -41.5% | +8.2% | -49.7% | -33.3% |
| 6M | -61.0% | +15.4% | -76.4% | -45.3% |
| YTD | -49.8% | +33.1% | -83.0% | -7.1% |
| 1Y | -66.4% | +48.1% | -114.5% | -25.9% |
| All | -66.4% | +49.7% | -116.1% | -25.9% |
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