-99.7%
UVXY vs WAT
-3.5%
-96.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.4% | -4.8% |
| 7D | +2.8% | -0.3% | +3.0% | +2.7% |
| 30D | -11.4% | -1.9% | -9.5% | -12.6% |
| 3M | -41.5% | +13.5% | -55.0% | -31.5% |
| 6M | -61.0% | +37.2% | -98.3% | -40.7% |
| YTD | -49.8% | +7.5% | -57.4% | -42.4% |
| 1Y | -66.4% | +35.0% | -101.5% | -47.5% |
| 3Y | -94.8% | +55.1% | -149.9% | -86.3% |
| All | -99.7% | -3.5% | -96.2% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling