-51.1%
VXX vs GWW
+55.5%
-106.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.5% | -16.2% | -4.7% |
| 7D | -4.1% | +11.1% | -15.2% | +4.3% |
| 30D | -0.8% | +15.7% | -16.6% | +11.1% |
| 3M | -19.8% | +14.8% | -34.5% | -10.7% |
| 6M | -40.5% | +30.9% | -71.4% | -24.0% |
| YTD | -35.5% | +48.5% | -84.0% | -6.1% |
| 1Y | -51.1% | +57.1% | -108.2% | -24.9% |
| All | -51.1% | +55.5% | -106.6% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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