+458.4%
WFC vs UVXY
-100.0%
+558.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | +0.4% |
| 7D | +0.3% | +11.0% | -10.7% | +1.7% |
| 30D | +2.3% | -8.8% | +11.1% | +1.2% |
| 3M | +9.8% | -41.9% | +51.7% | +3.2% |
| 6M | +15.6% | -61.2% | +76.7% | +4.6% |
| YTD | -2.4% | -46.2% | +43.8% | -6.5% |
| 1Y | +13.8% | -65.2% | +79.0% | +4.7% |
| 3Y | +134.6% | -94.6% | +229.2% | +102.7% |
| 5Y | +127.9% | -99.7% | +227.6% | +59.5% |
| 10Y | +141.8% | -100.0% | +241.8% | +20.1% |
| All | +458.4% | -100.0% | +558.4% | -3.9% |
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 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