-100.0%
UVXY vs WCN
+235.9%
-335.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.4% |
| 7D | +2.8% | -3.1% | +5.9% | -3.6% |
| 30D | -11.4% | -3.4% | -8.0% | -17.3% |
| 3M | -41.5% | +3.0% | -44.5% | -39.3% |
| 6M | -61.0% | -3.8% | -57.3% | -65.8% |
| YTD | -49.8% | -8.3% | -41.5% | -59.7% |
| 1Y | -66.4% | -9.7% | -56.7% | -74.4% |
| 3Y | -94.8% | +17.2% | -111.9% | -91.6% |
| 5Y | -99.7% | +25.3% | -125.0% | -99.3% |
| All | -100.0% | +235.9% | -335.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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