-100.0%
UVXY vs WEC
+468.9%
-568.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +3.6% |
| 7D | -4.7% | +0.8% | -5.5% | -3.8% |
| 30D | -17.1% | +0.3% | -17.4% | -16.8% |
| 3M | -39.9% | -2.9% | -37.0% | -42.6% |
| 6M | -66.9% | -5.9% | -60.9% | -69.4% |
| YTD | -50.1% | +4.1% | -54.2% | -47.7% |
| 1Y | -68.3% | +3.1% | -71.5% | -67.2% |
| 3Y | -95.0% | +40.8% | -135.7% | -91.9% |
| 5Y | -99.7% | +31.7% | -131.4% | -99.5% |
| 10Y | -100.0% | +141.1% | -241.1% | -100.0% |
| All | -100.0% | +468.9% | -568.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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