-66.5%
UVXY vs WOLF
+57.5%
-124.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +2.1% |
| 7D | -5.0% | +9.7% | -14.7% | -2.6% |
| 30D | -20.5% | +12.5% | -33.1% | -16.9% |
| 3M | -36.6% | -57.7% | +21.1% | -45.3% |
| 6M | -56.9% | +37.7% | -94.6% | -40.0% |
| YTD | -51.2% | +62.8% | -114.0% | -29.6% |
| All | -66.5% | +57.5% | -124.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling