-95.7%
VXX vs WAT
-3.5%
-92.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -3.1% |
| 7D | +2.0% | -0.3% | +2.2% | +1.9% |
| 30D | -7.1% | -1.9% | -5.2% | -8.0% |
| 3M | -28.6% | +13.5% | -42.1% | -21.2% |
| 6M | -44.0% | +37.2% | -81.2% | -27.1% |
| YTD | -31.7% | +7.5% | -39.2% | -25.3% |
| 1Y | -46.3% | +35.0% | -81.4% | -28.8% |
| 3Y | -78.3% | +55.1% | -133.3% | -62.2% |
| All | -95.7% | -3.5% | -92.2% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling