-82.7%
UVXY vs WETO
-99.4%
+16.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.4% | -1.4% | -6.9% |
| 7D | +2.8% | -4.3% | +7.1% | +2.7% |
| 30D | -11.4% | -39.9% | +28.5% | -6.8% |
| 3M | -41.5% | -97.9% | +56.4% | -44.5% |
| 6M | -61.0% | -95.0% | +34.0% | -58.7% |
| YTD | -49.8% | -97.2% | +47.3% | -47.8% |
| 1Y | -66.4% | -98.9% | +32.5% | -66.1% |
| All | -82.7% | -99.4% | +16.7% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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