-51.1%
VXX vs WOLF
-3.0%
-48.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.3% |
| 7D | -4.1% | -14.5% | +10.3% | -6.4% |
| 30D | -0.8% | -32.0% | +31.2% | -6.1% |
| 3M | -19.8% | -15.8% | -4.0% | -19.9% |
| 6M | -40.5% | -36.6% | -3.9% | -39.4% |
| YTD | -35.5% | +30.9% | -66.5% | -14.0% |
| 1Y | -51.1% | +4.1% | -55.2% | -35.5% |
| All | -51.1% | -3.0% | -48.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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