-49.9%
VXX vs WPM
+53.7%
-103.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.2% |
| 7D | -3.5% | +1.1% | -4.6% | -3.0% |
| 30D | -13.6% | +26.4% | -40.0% | -6.6% |
| 3M | -24.6% | +20.8% | -45.4% | -17.9% |
| 6M | -39.9% | +1.1% | -41.0% | -35.5% |
| YTD | -33.1% | +32.5% | -65.5% | -26.0% |
| 1Y | -49.9% | +51.5% | -101.4% | -40.6% |
| All | -49.9% | +53.7% | -103.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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