-98.9%
VXX vs WCC
+424.4%
-523.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.4% | +0.6% |
| 7D | +7.2% | +1.7% | +5.5% | +8.7% |
| 30D | -5.8% | -6.1% | +0.2% | -10.0% |
| 3M | -29.0% | +3.1% | -32.1% | -25.4% |
| 6M | -44.0% | +28.2% | -72.2% | -27.2% |
| YTD | -28.7% | +41.1% | -69.8% | +2.5% |
| 1Y | -45.2% | +61.3% | -106.5% | -9.9% |
| 3Y | -77.8% | +123.6% | -201.5% | -34.3% |
| 5Y | -95.6% | +214.8% | -310.4% | -77.7% |
| All | -98.9% | +424.4% | -523.4% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling