+52.1%
WM vs UVXY
-99.7%
+151.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.5% |
| 7D | -0.9% | -4.7% | +3.8% | -1.1% |
| 30D | -4.3% | -17.1% | +12.7% | -4.9% |
| 3M | +0.8% | -39.9% | +40.7% | -0.9% |
| 6M | -10.8% | -66.9% | +56.1% | -13.8% |
| YTD | -0.1% | -50.1% | +50.0% | -1.6% |
| 1Y | +1.0% | -68.3% | +69.3% | -1.9% |
| 3Y | +45.1% | -95.0% | +140.1% | +36.4% |
| 5Y | +52.1% | -99.7% | +151.8% | +26.9% |
| All | +52.1% | -99.7% | +151.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling