-100.0%
UVXY vs WTW
+366.2%
-466.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.8% | -6.6% |
| 7D | +2.8% | -5.7% | +8.5% | -8.7% |
| 30D | -11.4% | -7.3% | -4.1% | -23.9% |
| 3M | -41.5% | +21.5% | -63.0% | -15.0% |
| 6M | -61.0% | +9.6% | -70.7% | -55.8% |
| YTD | -49.8% | -3.3% | -46.6% | -58.9% |
| 1Y | -66.4% | -6.1% | -60.3% | -74.4% |
| 3Y | -94.8% | +61.8% | -156.6% | -84.0% |
| 5Y | -99.7% | +42.7% | -142.4% | -99.0% |
| 10Y | -100.0% | +197.2% | -297.2% | -100.0% |
| All | -100.0% | +366.2% | -466.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling