+7.0%
WMT vs UVXY
-70.9%
+77.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +3.9% | -5.0% | +8.9% | +4.0% |
| 30D | -4.4% | -20.5% | +16.1% | -4.3% |
| 3M | -8.8% | -36.6% | +27.8% | -8.5% |
| 6M | -15.6% | -56.9% | +41.3% | -16.1% |
| YTD | -3.2% | -51.2% | +48.0% | -4.3% |
| 1Y | +7.0% | -69.8% | +76.8% | +6.4% |
| All | +7.0% | -70.9% | +77.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling