-100.0%
UVXY vs WWD
+498.2%
-598.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.1% | -4.9% |
| 7D | +2.8% | -2.6% | +5.4% | -0.6% |
| 30D | -11.4% | -6.9% | -4.4% | -19.3% |
| 3M | -41.5% | -13.0% | -28.5% | -51.6% |
| 6M | -61.0% | -12.5% | -48.6% | -65.4% |
| YTD | -49.8% | +11.8% | -61.7% | -35.4% |
| 1Y | -66.4% | +41.1% | -107.5% | -37.2% |
| 3Y | -94.8% | +163.1% | -257.8% | -64.8% |
| 5Y | -99.7% | +187.6% | -287.3% | -96.8% |
| All | -100.0% | +498.2% | -598.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling