+2,907.6%
WDC vs UVXY
-100.0%
+3,007.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.6% | -3.5% |
| 7D | +4.4% | +11.0% | -6.6% | +6.4% |
| 30D | +5.3% | -8.8% | +14.1% | +3.7% |
| 3M | -5.9% | -41.9% | +36.0% | -12.9% |
| 6M | +73.2% | -61.2% | +134.4% | +53.8% |
| YTD | +167.8% | -46.2% | +214.0% | +157.7% |
| 1Y | +386.0% | -65.2% | +451.2% | +344.5% |
| 3Y | +1,309.7% | -94.6% | +1,404.3% | +1,114.0% |
| 5Y | +957.1% | -99.7% | +1,056.8% | +594.8% |
| 10Y | +1,246.7% | -100.0% | +1,346.7% | +513.4% |
| All | +2,907.6% | -100.0% | +3,007.6% | +433.1% |
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