-78.3%
VXX vs WCN
+18.4%
-96.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | +2.0% | -3.1% | +5.1% | +0.1% |
| 30D | -7.1% | -3.4% | -3.7% | -8.9% |
| 3M | -28.6% | +3.0% | -31.6% | -27.0% |
| 6M | -44.0% | -3.8% | -40.2% | -45.8% |
| YTD | -31.7% | -8.3% | -23.4% | -35.8% |
| 1Y | -46.3% | -9.7% | -36.6% | -50.4% |
| 3Y | -78.3% | +17.2% | -95.4% | -75.9% |
| All | -78.3% | +18.4% | -96.6% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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