-99.5%
UVXY vs WST
+1.0%
-100.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +4.5% |
| 7D | -22.1% | +4.2% | -26.3% | -19.4% |
| 30D | +8.2% | +11.2% | -3.0% | +18.1% |
| 3M | -12.3% | +20.4% | -32.7% | +1.1% |
| 6M | -51.0% | +37.9% | -88.9% | -37.8% |
| YTD | -49.9% | +51.8% | -101.7% | -29.4% |
| 1Y | -67.7% | +56.6% | -124.4% | -53.3% |
| 3Y | -94.1% | +24.2% | -118.3% | -90.9% |
| All | -99.5% | +1.0% | -100.5% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling