-34.0%
VXX vs WSM
+35.8%
-69.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -4.2% | +34.4% | +26.8% |
| 7D | +27.5% | -0.5% | +28.0% | +28.4% |
| 30D | +32.5% | +7.1% | +25.5% | +40.1% |
| 3M | +8.2% | +4.5% | +3.7% | +12.7% |
| 6M | -22.7% | +44.4% | -67.0% | +5.5% |
| YTD | -16.1% | +46.8% | -62.9% | +15.6% |
| 1Y | -34.0% | +31.7% | -65.8% | -13.8% |
| All | -34.0% | +35.8% | -69.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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