+170.7%
WULF vs UVXY
-100.0%
+270.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.8% | +10.5% | +3.0% |
| 7D | +1.4% | +2.8% | -1.4% | +1.8% |
| 30D | -2.6% | -11.4% | +8.7% | -3.6% |
| 3M | -34.0% | -41.5% | +7.5% | -36.8% |
| 6M | +10.0% | -61.0% | +71.0% | +3.2% |
| YTD | +45.7% | -49.8% | +95.5% | +42.2% |
| 1Y | +57.3% | -66.4% | +123.8% | +50.0% |
| 3Y | +878.9% | -94.8% | +973.7% | +845.1% |
| 5Y | -28.3% | -99.7% | +71.4% | -35.2% |
| 10Y | +82.7% | -100.0% | +182.7% | +62.4% |
| All | +170.7% | -100.0% | +270.7% | +120.3% |
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 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