-94.8%
UVXY vs WSM
+230.1%
-324.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -5.7% |
| 7D | +2.8% | -0.5% | +3.3% | +2.4% |
| 30D | -11.4% | -7.7% | -3.6% | -17.9% |
| 3M | -41.5% | +3.8% | -45.3% | -38.7% |
| 6M | -61.0% | +22.7% | -83.7% | -49.3% |
| YTD | -49.8% | +28.0% | -77.9% | -29.6% |
| 1Y | -66.4% | +12.7% | -79.2% | -57.1% |
| 3Y | -94.8% | +231.3% | -326.0% | -80.6% |
| All | -94.8% | +230.1% | -324.8% | -80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling