-78.3%
VXX vs WEC
+39.2%
-117.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -0.6% | +2.6% | +1.9% |
| 30D | -7.1% | -2.6% | -4.5% | -7.6% |
| 3M | -28.6% | -6.0% | -22.6% | -29.5% |
| 6M | -44.0% | -5.4% | -38.6% | -44.5% |
| YTD | -31.7% | +2.5% | -34.2% | -31.0% |
| 1Y | -46.3% | -0.7% | -45.6% | -46.2% |
| 3Y | -78.3% | +38.7% | -117.0% | -76.0% |
| All | -78.3% | +39.2% | -117.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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