+201.1%
WELL vs VXX
-95.6%
+296.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | -0.5% |
| 7D | -0.2% | +2.0% | -2.2% | 0.0% |
| 30D | +2.3% | -7.1% | +9.4% | +1.6% |
| 3M | +12.3% | -28.6% | +40.9% | +8.8% |
| 6M | +15.6% | -44.0% | +59.6% | +9.6% |
| YTD | +28.3% | -31.7% | +60.0% | +24.8% |
| 1Y | +41.9% | -46.3% | +88.3% | +35.2% |
| 3Y | +198.3% | -78.3% | +276.6% | +169.3% |
| All | +201.1% | -95.6% | +296.7% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling