-100.0%
UVXY vs WWD
+1,372.8%
-1,472.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +1.7% |
| 7D | +2.3% | +0.6% | +1.6% | +3.5% |
| 30D | -15.0% | -5.1% | -9.9% | -21.8% |
| 3M | -39.8% | -11.2% | -28.6% | -50.4% |
| 6M | -60.0% | -12.0% | -48.0% | -65.8% |
| YTD | -48.8% | +12.0% | -60.8% | -32.7% |
| 1Y | -67.3% | +42.8% | -110.1% | -32.1% |
| 3Y | -94.8% | +168.9% | -263.8% | -51.6% |
| 5Y | -99.7% | +192.2% | -291.9% | -95.0% |
| 10Y | -100.0% | +495.3% | -595.3% | -99.9% |
| All | -100.0% | +1,372.8% | -1,472.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling