+950.9%
WM vs UVXY
-100.0%
+1,050.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -20.2% | +20.4% | -1.0% |
| 7D | -0.5% | -5.6% | +5.1% | -0.2% |
| 30D | +13.3% | +12.8% | +0.5% | +14.9% |
| 3M | +4.4% | -14.8% | +19.2% | +4.2% |
| 6M | +10.8% | -49.0% | +59.8% | +7.6% |
| YTD | +9.1% | -48.8% | +57.8% | +7.1% |
| 1Y | +19.1% | -66.4% | +85.6% | +14.3% |
| 3Y | +45.7% | -94.4% | +140.1% | +34.3% |
| 5Y | +60.4% | -99.5% | +160.0% | +34.1% |
| 10Y | +328.7% | -100.0% | +428.7% | +193.4% |
| All | +950.9% | -100.0% | +1,050.9% | +328.7% |
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