-94.8%
UVXY vs WAB
+167.4%
-262.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.8% | -4.5% |
| 7D | +2.8% | +0.1% | +2.7% | +3.3% |
| 30D | -11.4% | -4.1% | -7.3% | -18.8% |
| 3M | -41.5% | +8.2% | -49.7% | -30.7% |
| 6M | -61.0% | +15.4% | -76.4% | -42.7% |
| YTD | -49.8% | +33.1% | -83.0% | +8.8% |
| 1Y | -66.4% | +48.1% | -114.5% | -1.5% |
| 3Y | -94.8% | +167.7% | -262.5% | -21.0% |
| All | -94.8% | +167.4% | -262.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling