-100.0%
UVXY vs WAB
+1,116.7%
-1,216.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | -0.3% |
| 7D | +2.3% | +0.2% | +2.0% | +2.8% |
| 30D | -15.0% | -4.6% | -10.5% | -22.7% |
| 3M | -39.8% | +5.6% | -45.5% | -32.6% |
| 6M | -60.0% | +13.8% | -73.8% | -45.5% |
| YTD | -48.8% | +31.9% | -80.7% | -2.6% |
| 1Y | -67.3% | +48.3% | -115.6% | -17.9% |
| 3Y | -94.8% | +167.1% | -262.0% | -33.0% |
| 5Y | -99.7% | +222.9% | -322.6% | -90.4% |
| 10Y | -100.0% | +289.9% | -389.9% | -100.0% |
| All | -100.0% | +1,116.7% | -1,216.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling