-100.0%
UVXY vs WPM
+558.4%
-658.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -5.8% |
| 7D | +2.8% | -0.6% | +3.4% | +2.7% |
| 30D | -11.4% | +14.4% | -25.8% | -4.6% |
| 3M | -41.5% | +37.0% | -78.5% | -30.4% |
| 6M | -61.0% | +4.1% | -65.2% | -57.6% |
| YTD | -49.8% | +31.7% | -81.6% | -38.4% |
| 1Y | -66.4% | +44.2% | -110.6% | -56.5% |
| 3Y | -94.8% | +265.5% | -360.3% | -88.7% |
| 5Y | -99.7% | +262.5% | -362.2% | -99.3% |
| All | -100.0% | +558.4% | -658.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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