+0.3%
WM vs UVXY
-67.7%
+68.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -1.2% |
| 30D | -4.5% | -15.0% | +10.5% | -4.3% |
| 3M | -2.2% | -39.8% | +37.6% | -1.8% |
| 6M | -11.5% | -60.0% | +48.6% | -11.4% |
| YTD | -0.7% | -48.8% | +48.2% | -0.3% |
| 1Y | +0.3% | -67.3% | +67.6% | -0.1% |
| All | +0.3% | -67.7% | +68.0% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling