-100.0%
UVXY vs WCC
+541.6%
-641.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.7% | -10.5% | -2.3% |
| 7D | +2.8% | +1.5% | +1.3% | +5.2% |
| 30D | -11.4% | -2.1% | -9.2% | -12.9% |
| 3M | -41.5% | +3.8% | -45.3% | -36.4% |
| 6M | -61.0% | +35.0% | -96.0% | -37.5% |
| YTD | -49.8% | +46.4% | -96.2% | -7.2% |
| 1Y | -66.4% | +63.0% | -129.4% | -26.3% |
| 3Y | -94.8% | +133.9% | -228.7% | -67.1% |
| 5Y | -99.7% | +226.5% | -326.2% | -95.3% |
| All | -100.0% | +541.6% | -641.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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