-78.3%
VXX vs WCC
+130.1%
-208.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -8.0% | -1.4% |
| 7D | +2.0% | +1.5% | +0.4% | +3.4% |
| 30D | -7.1% | -2.1% | -5.0% | -8.1% |
| 3M | -28.6% | +3.8% | -32.5% | -24.7% |
| 6M | -44.0% | +35.0% | -79.0% | -23.3% |
| YTD | -31.7% | +46.4% | -78.1% | +2.5% |
| 1Y | -46.3% | +63.0% | -109.3% | -9.5% |
| 3Y | -78.3% | +133.9% | -212.2% | -29.0% |
| All | -78.3% | +130.1% | -208.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling