+298.4%
WMB vs UVXY
-100.0%
+398.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.5% | 0.0% |
| 7D | -1.0% | +2.8% | -3.8% | -0.7% |
| 30D | -0.4% | -11.4% | +10.9% | -1.6% |
| 3M | +3.2% | -41.5% | +44.7% | -2.3% |
| 6M | +0.1% | -61.0% | +61.1% | -8.6% |
| YTD | +23.9% | -49.8% | +73.7% | +17.7% |
| 1Y | +27.6% | -66.4% | +94.0% | +17.2% |
| 3Y | +141.9% | -94.8% | +236.7% | +106.6% |
| 5Y | +273.8% | -99.7% | +373.5% | +151.6% |
| All | +298.4% | -100.0% | +398.4% | +90.0% |
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 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