+147.7%
WMB vs UVXY
-94.7%
+242.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.7% |
| 7D | 0.0% | +2.3% | -2.3% | +0.1% |
| 30D | +4.6% | -15.0% | +19.6% | +3.6% |
| 3M | +5.7% | -39.8% | +45.6% | +2.7% |
| 6M | +4.2% | -60.0% | +64.2% | -1.0% |
| YTD | +26.8% | -48.8% | +75.7% | +23.6% |
| 1Y | +34.7% | -67.3% | +102.0% | +27.9% |
| All | +147.7% | -94.7% | +242.5% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling