-60.0%
UVXY vs WU
-23.5%
-36.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.4% |
| 7D | +2.3% | -4.9% | +7.2% | +1.7% |
| 30D | -15.0% | -1.3% | -13.7% | -15.1% |
| 3M | -39.8% | -3.6% | -36.2% | -34.4% |
| 6M | -60.0% | -24.3% | -35.7% | -66.1% |
| All | -60.0% | -23.5% | -36.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 6mo: compounded portfolio wealth divided by compounded WU 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…
6mo analysis · Full analysis span regression · 6 months rolling