-24.7%
WULF vs UVXY
-99.7%
+74.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | +1.4% |
| 7D | +1.4% | +2.8% | -1.4% | +2.6% |
| 30D | -2.6% | -11.4% | +8.7% | -5.9% |
| 3M | -34.0% | -41.5% | +7.5% | -43.4% |
| 6M | +10.0% | -61.0% | +71.0% | -12.5% |
| YTD | +45.7% | -49.8% | +95.5% | +32.0% |
| 1Y | +57.3% | -66.4% | +123.8% | +30.3% |
| 3Y | +878.9% | -94.8% | +973.7% | +691.2% |
| All | -24.7% | -99.7% | +74.9% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling