-100.0%
UVXY vs WAT
+170.9%
-270.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.4% | -4.3% |
| 7D | +2.8% | -0.3% | +3.0% | +2.7% |
| 30D | -11.4% | -1.9% | -9.5% | -13.0% |
| 3M | -41.5% | +13.5% | -55.0% | -28.8% |
| 6M | -61.0% | +37.2% | -98.3% | -34.9% |
| YTD | -49.8% | +7.5% | -57.4% | -41.8% |
| 1Y | -66.4% | +35.0% | -101.5% | -43.2% |
| 3Y | -94.8% | +55.1% | -149.9% | -83.9% |
| 5Y | -99.7% | -2.8% | -96.9% | -99.5% |
| All | -100.0% | +170.9% | -270.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling