-99.0%
VXX vs WST
+243.1%
-342.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.6% |
| 7D | +1.6% | -1.7% | +3.2% | +0.5% |
| 30D | -9.5% | -4.3% | -5.1% | -11.8% |
| 3M | -27.3% | +0.7% | -28.0% | -26.6% |
| 6M | -43.3% | +36.0% | -79.3% | -29.9% |
| YTD | -30.9% | +22.7% | -53.6% | -18.8% |
| 1Y | -47.2% | +34.1% | -81.3% | -33.5% |
| 3Y | -78.5% | -13.6% | -64.9% | -77.2% |
| 5Y | -95.6% | -26.0% | -69.6% | -95.9% |
| All | -99.0% | +243.1% | -342.1% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling