-26.6%
WDAY vs UVXY
-94.4%
+67.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | 0.0% |
| 7D | -10.5% | +11.0% | -21.6% | -9.6% |
| 30D | +2.1% | -8.8% | +10.9% | +1.3% |
| 3M | +34.6% | -41.9% | +76.5% | +27.8% |
| 6M | +29.9% | -61.2% | +91.1% | +19.1% |
| YTD | -13.8% | -46.2% | +32.4% | -16.8% |
| 1Y | -18.3% | -65.2% | +46.9% | -24.1% |
| All | -26.6% | -94.4% | +67.8% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling