-100.0%
UVXY vs WU
-1.8%
-98.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +1.1% |
| 7D | +2.3% | -4.9% | +7.2% | -5.8% |
| 30D | -15.0% | -1.3% | -13.7% | -16.8% |
| 3M | -39.8% | -3.6% | -36.2% | -46.8% |
| 6M | -60.0% | -24.3% | -35.7% | -76.6% |
| YTD | -48.8% | -21.1% | -27.8% | -67.6% |
| 1Y | -67.3% | -10.3% | -57.0% | -74.0% |
| 3Y | -94.8% | -28.4% | -66.5% | -96.6% |
| 5Y | -99.7% | -51.2% | -48.5% | -99.9% |
| 10Y | -100.0% | -39.6% | -60.4% | -100.0% |
| All | -100.0% | -1.8% | -98.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling