-70.5%
UVXY vs WSM
+44.0%
-114.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.5% | -20.6% | -7.4% |
| 7D | -6.3% | +8.0% | -14.3% | +2.8% |
| 30D | -2.7% | +13.5% | -16.2% | +12.3% |
| 3M | -29.9% | +8.8% | -38.8% | -22.6% |
| 6M | -56.5% | +54.7% | -111.2% | -24.1% |
| YTD | -54.8% | +53.3% | -108.1% | -21.4% |
| 1Y | -70.5% | +41.1% | -111.6% | -51.6% |
| All | -70.5% | +44.0% | -114.5% | -51.6% |
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