+636.6%
WDC vs VXX
-99.0%
+735.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.2% |
| 6M | +66.5% | -44.0% | +110.4% | +43.5% |
| YTD | +159.9% | -31.7% | +191.6% | +144.4% |
| 1Y | +366.0% | -46.3% | +412.3% | +314.1% |
| 3Y | +1,285.8% | -78.3% | +1,364.1% | +1,051.0% |
| 5Y | +925.6% | -95.8% | +1,021.4% | +470.8% |
| All | +636.6% | -99.0% | +735.6% | +273.0% |
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