-78.3%
VXX vs WSM
+230.1%
-308.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.6% |
| 7D | +2.0% | -0.5% | +2.5% | +1.7% |
| 30D | -7.1% | -7.7% | +0.6% | -11.7% |
| 3M | -28.6% | +3.8% | -32.4% | -26.4% |
| 6M | -44.0% | +22.7% | -66.7% | -33.7% |
| YTD | -31.7% | +28.0% | -59.7% | -15.5% |
| 1Y | -46.3% | +12.7% | -59.1% | -37.8% |
| 3Y | -78.3% | +231.3% | -309.5% | -51.0% |
| All | -78.3% | +230.1% | -308.3% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling