-95.7%
VXX vs WTW
+42.0%
-137.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.2% |
| 7D | +2.0% | -5.7% | +7.7% | -2.3% |
| 30D | -7.1% | -7.3% | +0.2% | -12.0% |
| 3M | -28.6% | +21.5% | -50.1% | -16.9% |
| 6M | -44.0% | +9.6% | -53.6% | -39.9% |
| YTD | -31.7% | -3.3% | -28.5% | -35.0% |
| 1Y | -46.3% | -6.1% | -40.2% | -50.4% |
| 3Y | -78.3% | +61.8% | -140.1% | -60.9% |
| All | -95.7% | +42.0% | -137.7% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling