+142.1%
WBD vs VXX
-78.4%
+220.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -1.5% |
| 7D | -0.7% | +2.0% | -2.7% | -0.3% |
| 30D | +1.4% | -7.1% | +8.5% | -0.2% |
| 3M | +4.4% | -28.6% | +33.0% | -3.0% |
| 6M | +0.8% | -44.0% | +44.8% | -10.6% |
| YTD | -2.7% | -31.7% | +29.0% | -8.5% |
| 1Y | +73.4% | -46.3% | +119.8% | +55.5% |
| 3Y | +142.1% | -78.3% | +220.4% | +93.9% |
| All | +142.1% | -78.4% | +220.5% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 3y: compounded portfolio wealth divided by compounded VXX 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…
3y analysis · Full analysis span regression · 6 months rolling