+829.9%
WELL vs UVXY
-100.0%
+929.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.6% |
| 7D | -1.3% | -4.7% | +3.4% | -1.7% |
| 30D | +0.5% | -17.1% | +17.6% | -1.0% |
| 3M | +19.1% | -39.9% | +59.0% | +14.5% |
| 6M | +17.0% | -66.9% | +83.8% | +8.0% |
| YTD | +29.2% | -50.1% | +79.3% | +24.4% |
| 1Y | +42.1% | -68.3% | +110.5% | +32.8% |
| 3Y | +204.5% | -95.0% | +299.5% | +169.5% |
| 5Y | +211.0% | -99.7% | +310.6% | +137.0% |
| 10Y | +337.6% | -100.0% | +437.6% | +170.3% |
| All | +829.9% | -100.0% | +929.9% | +215.1% |
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