+677.5%
WMB vs UVXY
-100.0%
+777.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.1% |
| 7D | +7.8% | -22.1% | +29.9% | +5.1% |
| 30D | -5.1% | +8.2% | -13.3% | -2.4% |
| 3M | -4.7% | -12.3% | +7.6% | -4.3% |
| 6M | -7.4% | -51.0% | +43.6% | -12.7% |
| YTD | +17.5% | -49.9% | +67.4% | +13.2% |
| 1Y | +19.5% | -67.7% | +87.2% | +9.5% |
| 3Y | +121.3% | -94.1% | +215.4% | +90.8% |
| 5Y | +200.5% | -99.5% | +300.0% | +113.7% |
| 10Y | +281.9% | -100.0% | +381.9% | +76.8% |
| All | +677.5% | -100.0% | +777.5% | +57.1% |
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