-100.0%
UVXY vs WCC
+1,066.7%
-1,166.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +0.7% |
| 7D | +2.3% | +6.8% | -4.5% | +12.0% |
| 30D | -15.0% | -3.0% | -12.0% | -18.4% |
| 3M | -39.8% | +0.2% | -40.0% | -37.2% |
| 6M | -60.0% | +33.2% | -93.2% | -34.1% |
| YTD | -48.8% | +45.8% | -94.7% | +0.6% |
| 1Y | -67.3% | +68.4% | -135.7% | -17.8% |
| 3Y | -94.8% | +131.1% | -226.0% | -61.5% |
| 5Y | -99.7% | +225.6% | -325.3% | -93.2% |
| 10Y | -100.0% | +534.2% | -634.2% | -99.9% |
| All | -100.0% | +1,066.7% | -1,166.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling