-99.0%
VXX vs GWW
+423.0%
-522.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -3.5% |
| 7D | +2.0% | -3.4% | +5.3% | -1.7% |
| 30D | -7.1% | -1.9% | -5.2% | -9.0% |
| 3M | -28.6% | -2.4% | -26.2% | -30.1% |
| 6M | -44.0% | +15.7% | -59.7% | -32.4% |
| YTD | -31.7% | +27.6% | -59.3% | -6.6% |
| 1Y | -46.3% | +27.2% | -73.5% | -26.2% |
| 3Y | -78.3% | +89.7% | -167.9% | -46.1% |
| 5Y | -95.8% | +223.9% | -319.7% | -77.7% |
| All | -99.0% | +423.0% | -522.0% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling