+868.3%
WM vs UVXY
-100.0%
+968.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -0.3% | -5.0% | +4.7% | -0.6% |
| 30D | -2.4% | -20.5% | +18.2% | -3.6% |
| 3M | +0.4% | -36.6% | +37.0% | -2.0% |
| 6M | -9.5% | -56.9% | +47.4% | -13.0% |
| YTD | +0.5% | -51.2% | +51.7% | -2.3% |
| 1Y | -1.1% | -69.8% | +68.7% | -6.0% |
| 3Y | +46.0% | -95.1% | +141.1% | +33.5% |
| 5Y | +51.8% | -99.7% | +151.5% | +23.9% |
| 10Y | +307.5% | -100.0% | +407.5% | +174.6% |
| All | +868.3% | -100.0% | +968.3% | +291.0% |
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