-100.0%
UVXY vs WST
+2,471.7%
-2,571.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +5.3% |
| 7D | -22.1% | +4.2% | -26.3% | -16.8% |
| 30D | +8.2% | +11.2% | -3.0% | +28.6% |
| 3M | -12.3% | +20.4% | -32.7% | +16.1% |
| 6M | -51.0% | +37.9% | -88.9% | -21.9% |
| YTD | -49.9% | +51.8% | -101.7% | -4.7% |
| 1Y | -67.7% | +56.6% | -124.4% | -35.4% |
| 3Y | -94.1% | +24.2% | -118.3% | -91.3% |
| 5Y | -99.5% | +0.7% | -100.2% | -99.5% |
| 10Y | -100.0% | +456.3% | -556.3% | -99.9% |
| All | -100.0% | +2,471.7% | -2,571.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling