+10.0%
WULF vs UVXY
-62.8%
+72.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | -0.1% |
| 7D | +1.4% | +2.8% | -1.4% | +3.3% |
| 30D | -2.6% | -11.4% | +8.7% | -8.1% |
| 3M | -34.0% | -41.5% | +7.5% | -49.6% |
| 6M | +10.0% | -61.0% | +71.0% | -26.2% |
| All | +10.0% | -62.8% | +72.8% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling