+1,285.8%
WDC vs VXX
-78.4%
+1,364.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -4.4% |
| 7D | -4.3% | +2.0% | -6.3% | -3.7% |
| 30D | -1.5% | -7.1% | +5.6% | -3.9% |
| 3M | -15.5% | -28.6% | +13.1% | -23.1% |
| 6M | +66.5% | -44.0% | +110.4% | +44.0% |
| YTD | +159.9% | -31.7% | +191.6% | +143.1% |
| 1Y | +366.0% | -46.3% | +412.3% | +315.0% |
| 3Y | +1,285.8% | -78.3% | +1,364.1% | +1,118.2% |
| All | +1,285.8% | -78.4% | +1,364.2% | +1,118.2% |
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 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