-98.9%
VXX vs WWD
+370.5%
-469.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.6% | +1.9% |
| 7D | +7.2% | -2.9% | +10.0% | +4.5% |
| 30D | -5.8% | -6.6% | +0.8% | -11.1% |
| 3M | -29.0% | -9.3% | -19.7% | -34.3% |
| 6M | -44.0% | -13.6% | -30.4% | -48.8% |
| YTD | -28.7% | +10.4% | -39.0% | -17.4% |
| 1Y | -45.2% | +39.9% | -85.1% | -19.0% |
| 3Y | -77.8% | +165.0% | -242.9% | -28.8% |
| 5Y | -95.6% | +183.8% | -279.4% | -82.8% |
| All | -98.9% | +370.5% | -469.4% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling