+45.4%
WBD vs UVXY
-100.0%
+145.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.4% |
| 30D | +1.4% | -11.4% | +12.8% | +0.1% |
| 3M | +4.4% | -41.5% | +45.9% | -1.5% |
| 6M | +0.8% | -61.0% | +61.9% | -8.3% |
| YTD | -2.7% | -49.8% | +47.1% | -7.7% |
| 1Y | +73.4% | -66.4% | +139.9% | +58.8% |
| 3Y | +142.1% | -94.8% | +236.9% | +112.5% |
| 5Y | +7.2% | -99.7% | +106.9% | -21.5% |
| 10Y | +14.2% | -100.0% | +114.2% | -39.7% |
| All | +45.4% | -100.0% | +145.4% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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