+330.3%
WM vs UVXY
-100.0%
+430.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | +0.1% |
| 7D | +3.2% | -22.1% | +25.3% | +1.9% |
| 30D | +13.0% | +8.2% | +4.8% | +14.3% |
| 3M | +9.2% | -12.3% | +21.6% | +9.3% |
| 6M | +13.6% | -51.0% | +64.6% | +10.1% |
| YTD | +12.4% | -49.9% | +62.3% | +10.3% |
| 1Y | +21.2% | -67.7% | +88.9% | +15.9% |
| 3Y | +48.7% | -94.1% | +142.8% | +37.1% |
| 5Y | +61.9% | -99.5% | +161.4% | +33.5% |
| All | +330.3% | -100.0% | +430.3% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling