+282.1%
WDAY vs UVXY
-100.0%
+382.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | +0.2% |
| 7D | -7.4% | +2.3% | -9.7% | -7.0% |
| 30D | +1.0% | -15.0% | +16.0% | -1.1% |
| 3M | +32.7% | -39.8% | +72.5% | +24.4% |
| 6M | +25.6% | -60.0% | +85.6% | +12.5% |
| YTD | -13.4% | -48.8% | +35.5% | -18.6% |
| 1Y | -19.4% | -67.3% | +47.9% | -27.6% |
| 3Y | -25.8% | -94.8% | +69.1% | -38.1% |
| 5Y | -31.1% | -99.7% | +68.6% | -54.2% |
| 10Y | +113.3% | -100.0% | +213.3% | -3.1% |
| All | +282.1% | -100.0% | +382.1% | +32.3% |
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