-94.4%
UVXY vs WAT
+52.2%
-146.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +4.4% |
| 7D | +11.0% | -2.9% | +13.9% | +7.9% |
| 30D | -8.8% | -3.2% | -5.6% | -11.2% |
| 3M | -41.9% | +10.6% | -52.5% | -35.1% |
| 6M | -61.2% | +34.0% | -95.2% | -45.0% |
| YTD | -46.2% | +5.7% | -51.9% | -39.9% |
| 1Y | -65.2% | +37.1% | -102.3% | -46.3% |
| All | -94.4% | +52.2% | -146.6% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling