-95.7%
VXX vs WAB
+221.8%
-317.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.3% | -2.9% |
| 7D | +2.0% | +0.1% | +1.8% | +2.2% |
| 30D | -7.1% | -4.1% | -3.0% | -12.0% |
| 3M | -28.6% | +8.2% | -36.8% | -20.3% |
| 6M | -44.0% | +15.4% | -59.4% | -29.4% |
| YTD | -31.7% | +33.1% | -64.9% | +6.9% |
| 1Y | -46.3% | +48.1% | -94.4% | -0.4% |
| 3Y | -78.3% | +167.7% | -246.0% | +6.1% |
| All | -95.7% | +221.8% | -317.4% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling