-100.0%
UVXY vs WING
+407.7%
-507.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.0% | -12.7% | -2.4% |
| 7D | +2.8% | +7.2% | -4.4% | +8.5% |
| 30D | -11.4% | +4.8% | -16.1% | -7.4% |
| 3M | -41.5% | -23.7% | -17.8% | -51.1% |
| 6M | -61.0% | -43.6% | -17.5% | -73.5% |
| YTD | -49.8% | -50.6% | +0.7% | -68.0% |
| 1Y | -66.4% | -57.0% | -9.4% | -80.3% |
| 3Y | -94.8% | -28.3% | -66.5% | -93.4% |
| 5Y | -99.7% | -32.4% | -67.3% | -99.5% |
| All | -100.0% | +407.7% | -507.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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