-100.0%
UVXY vs WING
+407.0%
-507.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.8% |
| 30D | -17.1% | -6.0% | -11.0% | -20.5% |
| 3M | -39.9% | -23.5% | -16.5% | -50.2% |
| 6M | -66.9% | -52.0% | -14.9% | -80.7% |
| YTD | -50.1% | -53.8% | +3.7% | -70.7% |
| 1Y | -68.3% | -63.8% | -4.5% | -84.4% |
| 3Y | -95.0% | -30.8% | -64.2% | -93.9% |
| 5Y | -99.7% | -34.3% | -65.4% | -99.5% |
| 10Y | -100.0% | +352.4% | -452.4% | -100.0% |
| All | -100.0% | +407.0% | -507.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling