-44.0%
VXX vs WOLF
+47.4%
-91.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.7% | +10.9% | +1.9% |
| 7D | +7.2% | -6.2% | +13.4% | +6.2% |
| 30D | -5.8% | -16.5% | +10.7% | -8.0% |
| 3M | -29.0% | -42.0% | +13.0% | -32.7% |
| 6M | -44.0% | +51.8% | -95.8% | -9.6% |
| All | -44.0% | +47.4% | -91.4% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling