-49.9%
VXX vs WAB
+48.2%
-98.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +1.2% |
| 7D | -3.5% | -3.2% | -0.3% | -6.2% |
| 30D | -13.6% | -4.4% | -9.2% | -17.0% |
| 3M | -24.6% | +7.9% | -32.5% | -17.6% |
| 6M | -39.9% | +8.7% | -48.6% | -30.2% |
| YTD | -33.1% | +33.0% | -66.0% | -1.1% |
| 1Y | -49.9% | +46.7% | -96.6% | -17.7% |
| All | -49.9% | +48.2% | -98.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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