-100.0%
UVXY vs WST
+1,998.3%
-2,098.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | -0.4% |
| 7D | -5.0% | +0.7% | -5.7% | -3.9% |
| 30D | -20.5% | -3.1% | -17.4% | -23.7% |
| 3M | -36.6% | +7.2% | -43.8% | -30.2% |
| 6M | -56.9% | +36.8% | -93.7% | -32.1% |
| YTD | -51.2% | +23.8% | -75.1% | -31.4% |
| 1Y | -69.8% | +37.8% | -107.5% | -49.8% |
| 3Y | -95.1% | -15.9% | -79.2% | -96.1% |
| 5Y | -99.7% | -25.8% | -73.8% | -99.8% |
| 10Y | -100.0% | +319.6% | -419.6% | -100.0% |
| All | -100.0% | +1,998.3% | -2,098.3% | -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