-51.1%
VXX vs WST
+47.3%
-98.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.1% | -9.4% |
| 7D | -4.1% | +1.3% | -5.4% | -3.5% |
| 30D | -0.8% | +8.5% | -9.3% | +3.1% |
| 3M | -19.8% | +17.2% | -37.0% | -13.4% |
| 6M | -40.5% | +36.3% | -76.8% | -29.9% |
| YTD | -35.5% | +48.9% | -84.5% | -15.7% |
| 1Y | -51.1% | +42.9% | -94.0% | -37.8% |
| All | -51.1% | +47.3% | -98.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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