-94.8%
UVXY vs WTW
+61.9%
-156.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.8% | -6.7% |
| 7D | +2.8% | -5.7% | +8.5% | -1.1% |
| 30D | -11.4% | -7.3% | -4.1% | -15.5% |
| 3M | -41.5% | +21.5% | -63.0% | -32.8% |
| 6M | -61.0% | +9.6% | -70.7% | -58.6% |
| YTD | -49.8% | -3.3% | -46.6% | -53.2% |
| 1Y | -66.4% | -6.1% | -60.3% | -69.8% |
| 3Y | -94.8% | +61.8% | -156.6% | -91.4% |
| All | -94.8% | +61.9% | -156.7% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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