-46.3%
VXX vs WAT
+38.4%
-84.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.6% |
| 7D | +2.0% | -0.3% | +2.2% | +1.9% |
| 30D | -7.1% | -1.9% | -5.2% | -7.6% |
| 3M | -28.6% | +13.5% | -42.1% | -24.5% |
| 6M | -44.0% | +37.2% | -81.2% | -34.3% |
| YTD | -31.7% | +7.5% | -39.2% | -25.1% |
| 1Y | -46.3% | +35.0% | -81.4% | -36.9% |
| All | -46.3% | +38.4% | -84.7% | -36.9% |
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