-69.8%
UVXY vs WSM
+19.9%
-89.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +3.0% |
| 7D | -5.0% | -3.3% | -1.7% | -8.3% |
| 30D | -20.5% | -8.4% | -12.1% | -27.8% |
| 3M | -36.6% | +9.7% | -46.2% | -27.6% |
| 6M | -56.9% | +16.7% | -73.6% | -43.1% |
| YTD | -51.2% | +28.7% | -79.9% | -27.7% |
| 1Y | -69.8% | +13.7% | -83.4% | -56.5% |
| All | -69.8% | +19.9% | -89.6% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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