-99.7%
UVXY vs WAB
+221.8%
-321.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.8% | -4.6% |
| 7D | +2.8% | +0.1% | +2.7% | +3.2% |
| 30D | -11.4% | -4.1% | -7.3% | -18.7% |
| 3M | -41.5% | +8.2% | -49.7% | -31.1% |
| 6M | -61.0% | +15.4% | -76.4% | -43.9% |
| YTD | -49.8% | +33.1% | -83.0% | +3.3% |
| 1Y | -66.4% | +48.1% | -114.5% | -8.8% |
| 3Y | -94.8% | +167.7% | -262.5% | -19.6% |
| All | -99.7% | +221.8% | -321.4% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling