-99.0%
VXX vs WPM
+663.4%
-762.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -3.6% |
| 7D | +2.0% | -0.6% | +2.5% | +1.9% |
| 30D | -7.1% | +14.4% | -21.5% | -2.5% |
| 3M | -28.6% | +37.0% | -65.6% | -19.9% |
| 6M | -44.0% | +4.1% | -48.1% | -41.0% |
| YTD | -31.7% | +31.7% | -63.5% | -22.0% |
| 1Y | -46.3% | +44.2% | -90.5% | -36.5% |
| 3Y | -78.3% | +265.5% | -343.7% | -63.9% |
| 5Y | -95.8% | +262.5% | -358.3% | -92.7% |
| All | -99.0% | +663.4% | -762.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling