-100.0%
UVXY vs WAT
+453.5%
-553.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | -0.6% |
| 7D | -4.7% | -0.7% | -4.0% | -5.8% |
| 30D | -17.1% | -1.0% | -16.1% | -17.9% |
| 3M | -39.9% | +10.9% | -50.8% | -27.0% |
| 6M | -66.9% | +33.2% | -100.0% | -41.7% |
| YTD | -50.1% | +6.1% | -56.2% | -43.7% |
| 1Y | -68.3% | +30.2% | -98.6% | -46.0% |
| 3Y | -95.0% | +52.9% | -147.8% | -82.9% |
| 5Y | -99.7% | -5.1% | -94.5% | -99.5% |
| 10Y | -100.0% | +152.6% | -252.6% | -100.0% |
| All | -100.0% | +453.5% | -553.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling