+113.2%
WDC vs VXX
-51.0%
+164.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.6% | +2.9% | -12.6% |
| 7D | -18.3% | -4.1% | -14.2% | -19.9% |
| 30D | -26.7% | -0.8% | -25.9% | -25.8% |
| 3M | -40.9% | -19.8% | -21.2% | -48.0% |
| 6M | -26.8% | -40.5% | +13.7% | -44.1% |
| YTD | +88.2% | -35.5% | +123.7% | +62.2% |
| 1Y | +113.2% | -51.1% | +164.3% | +51.4% |
| All | +113.2% | -51.0% | +164.2% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling