+61.0%
WDAY vs VXX
-99.0%
+160.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.6% |
| 7D | -5.2% | +2.0% | -7.1% | -4.7% |
| 30D | +5.9% | -7.1% | +13.0% | +4.3% |
| 3M | +42.3% | -28.6% | +70.9% | +32.1% |
| 6M | +34.7% | -44.0% | +78.7% | +19.2% |
| YTD | -13.5% | -31.7% | +18.2% | -19.1% |
| 1Y | -18.1% | -46.3% | +28.3% | -26.6% |
| 3Y | -26.4% | -78.3% | +51.9% | -38.8% |
| 5Y | -30.6% | -95.8% | +65.2% | -57.4% |
| All | +61.0% | -99.0% | +160.0% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling