-60.0%
UVXY vs WAB
+16.6%
-76.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +1.1% |
| 7D | +2.3% | +0.2% | +2.0% | +2.5% |
| 30D | -15.0% | -4.6% | -10.5% | -18.7% |
| 3M | -39.8% | +5.6% | -45.5% | -34.6% |
| 6M | -60.0% | +13.8% | -73.8% | -43.8% |
| All | -60.0% | +16.6% | -76.7% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling