-94.1%
UVXY vs WST
+24.3%
-118.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +4.3% |
| 7D | -22.1% | +4.2% | -26.3% | -20.0% |
| 30D | +8.2% | +11.2% | -3.0% | +15.4% |
| 3M | -12.3% | +20.4% | -32.7% | -2.7% |
| 6M | -51.0% | +37.9% | -88.9% | -41.6% |
| YTD | -49.9% | +51.8% | -101.7% | -35.2% |
| 1Y | -67.7% | +56.6% | -124.4% | -57.5% |
| 3Y | -94.1% | +24.2% | -118.3% | -90.6% |
| All | -94.1% | +24.3% | -118.4% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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