-49.9%
VXX vs WAT
+41.4%
-91.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -3.9% |
| 30D | -13.6% | +2.3% | -15.9% | -12.6% |
| 3M | -24.6% | +8.7% | -33.3% | -21.7% |
| 6M | -39.9% | +28.3% | -68.2% | -31.3% |
| YTD | -33.1% | +7.8% | -40.8% | -26.7% |
| 1Y | -49.9% | +36.6% | -86.5% | -42.0% |
| All | -49.9% | +41.4% | -91.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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