-100.0%
UVXY vs WY
+7.6%
-107.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.3% |
| 7D | +2.8% | -4.2% | +7.0% | -3.4% |
| 30D | -11.4% | -10.1% | -1.3% | -24.6% |
| 3M | -41.5% | -8.5% | -33.0% | -49.4% |
| 6M | -61.0% | -3.3% | -57.7% | -62.1% |
| YTD | -49.8% | -4.4% | -45.4% | -52.4% |
| 1Y | -66.4% | -11.5% | -55.0% | -71.8% |
| 3Y | -94.8% | -24.3% | -70.4% | -95.5% |
| 5Y | -99.7% | -21.3% | -78.4% | -99.6% |
| All | -100.0% | +7.6% | -107.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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