-100.0%
UVXY vs WPM
+558.7%
-658.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +3.1% |
| 7D | +2.3% | +3.9% | -1.6% | +4.5% |
| 30D | -15.0% | +17.7% | -32.7% | -6.4% |
| 3M | -39.8% | +39.4% | -79.2% | -25.8% |
| 6M | -60.0% | +6.4% | -66.5% | -55.8% |
| YTD | -48.8% | +34.0% | -82.8% | -35.0% |
| 1Y | -67.3% | +50.5% | -117.8% | -55.2% |
| 3Y | -94.8% | +280.3% | -375.1% | -87.3% |
| 5Y | -99.7% | +266.3% | -366.0% | -99.1% |
| 10Y | -100.0% | +550.8% | -650.8% | -100.0% |
| All | -100.0% | +558.7% | -658.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling