+86.1%
WULF vs UVXY
-70.9%
+157.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +2.0% |
| 7D | +7.6% | -5.0% | +12.5% | +5.6% |
| 30D | -8.6% | -20.5% | +11.9% | -16.3% |
| 3M | -37.0% | -36.6% | -0.4% | -45.5% |
| 6M | +7.4% | -56.9% | +64.3% | -14.6% |
| YTD | +43.7% | -51.2% | +94.9% | +20.9% |
| 1Y | +86.1% | -69.8% | +155.9% | +44.3% |
| All | +86.1% | -70.9% | +157.0% | +44.3% |
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