+60.5%
WDAY vs VXX
-98.9%
+159.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | +0.2% |
| 7D | -10.5% | +7.2% | -17.7% | -9.1% |
| 30D | +2.1% | -5.8% | +7.9% | +0.8% |
| 3M | +34.6% | -29.0% | +63.7% | +24.8% |
| 6M | +29.9% | -44.0% | +73.9% | +14.8% |
| YTD | -13.8% | -28.7% | +14.9% | -18.6% |
| 1Y | -18.3% | -45.2% | +26.9% | -26.5% |
| 3Y | -26.2% | -77.8% | +51.7% | -38.4% |
| 5Y | -30.8% | -95.6% | +64.8% | -57.2% |
| All | +60.5% | -98.9% | +159.4% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling