-100.0%
UVXY vs WSM
+2,082.5%
-2,182.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.8% | +3.3% |
| 7D | +11.0% | +0.4% | +10.6% | +11.7% |
| 30D | -8.8% | -10.7% | +1.9% | -19.7% |
| 3M | -41.9% | +8.5% | -50.4% | -35.4% |
| 6M | -61.2% | +19.6% | -80.8% | -49.6% |
| YTD | -46.2% | +26.6% | -72.8% | -22.3% |
| 1Y | -65.2% | +12.0% | -77.2% | -55.0% |
| 3Y | -94.6% | +226.6% | -321.2% | -62.5% |
| 5Y | -99.7% | +174.1% | -273.8% | -97.4% |
| 10Y | -100.0% | +1,052.9% | -1,152.9% | -99.9% |
| All | -100.0% | +2,082.5% | -2,182.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling