-94.7%
UVXY vs WST
-13.7%
-81.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.4% |
| 7D | +2.3% | -1.7% | +3.9% | +1.4% |
| 30D | -15.0% | -4.3% | -10.7% | -16.8% |
| 3M | -39.8% | +0.7% | -40.6% | -39.3% |
| 6M | -60.0% | +36.0% | -96.1% | -52.0% |
| YTD | -48.8% | +22.7% | -71.6% | -40.6% |
| 1Y | -67.3% | +34.1% | -101.4% | -59.8% |
| All | -94.7% | -13.7% | -81.0% | -94.6% |
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