-51.1%
VXX vs WING
-23.2%
-27.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.7% | -13.4% | -8.9% |
| 7D | -4.1% | +21.0% | -25.1% | -0.5% |
| 30D | -0.8% | +56.9% | -57.7% | +8.9% |
| 3M | -19.8% | +38.4% | -58.2% | -13.7% |
| 6M | -40.5% | +12.0% | -52.5% | -38.7% |
| YTD | -35.5% | -29.2% | -6.3% | -40.5% |
| 1Y | -51.1% | -28.8% | -22.3% | -53.6% |
| All | -51.1% | -23.2% | -27.9% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling