-99.0%
VXX vs WCC
+444.0%
-543.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -1.3% |
| 7D | +2.0% | +1.5% | +0.4% | +3.4% |
| 30D | -7.1% | -2.1% | -5.0% | -8.2% |
| 3M | -28.6% | +3.8% | -32.5% | -24.6% |
| 6M | -44.0% | +35.0% | -79.0% | -24.0% |
| YTD | -31.7% | +46.4% | -78.1% | +1.2% |
| 1Y | -46.3% | +63.0% | -109.3% | -11.1% |
| 3Y | -78.3% | +133.9% | -212.2% | -33.1% |
| 5Y | -95.8% | +226.5% | -322.4% | -78.0% |
| All | -99.0% | +444.0% | -543.0% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling