-99.0%
VXX vs WING
+219.6%
-318.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.0% | -10.2% | -1.6% |
| 7D | +2.0% | +7.2% | -5.3% | +5.4% |
| 30D | -7.1% | +4.8% | -11.9% | -4.5% |
| 3M | -28.6% | -23.7% | -5.0% | -36.0% |
| 6M | -44.0% | -43.6% | -0.4% | -55.7% |
| YTD | -31.7% | -50.6% | +18.8% | -48.1% |
| 1Y | -46.3% | -57.0% | +10.7% | -61.3% |
| 3Y | -78.3% | -28.3% | -50.0% | -75.4% |
| 5Y | -95.8% | -32.4% | -63.4% | -94.7% |
| All | -99.0% | +219.6% | -318.5% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling