-99.0%
VXX vs WWD
+376.8%
-475.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.6% | -3.1% |
| 7D | +2.0% | -2.6% | +4.6% | -0.2% |
| 30D | -7.1% | -6.9% | -0.2% | -12.5% |
| 3M | -28.6% | -13.0% | -15.6% | -36.5% |
| 6M | -44.0% | -12.5% | -31.5% | -48.1% |
| YTD | -31.7% | +11.8% | -43.6% | -20.0% |
| 1Y | -46.3% | +41.1% | -87.4% | -20.2% |
| 3Y | -78.3% | +163.1% | -241.3% | -30.6% |
| 5Y | -95.8% | +187.6% | -283.5% | -83.3% |
| All | -99.0% | +376.8% | -475.8% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling