+418.8%
WELL vs VXX
-98.9%
+517.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | +0.5% |
| 7D | -2.2% | +7.2% | -9.4% | -1.1% |
| 30D | +4.7% | -5.8% | +10.5% | +3.7% |
| 3M | +11.9% | -29.0% | +41.0% | +5.9% |
| 6M | +14.3% | -44.0% | +58.3% | +4.5% |
| YTD | +28.4% | -28.7% | +57.0% | +23.2% |
| 1Y | +42.3% | -45.2% | +87.5% | +31.4% |
| 3Y | +202.6% | -77.8% | +280.4% | +159.0% |
| 5Y | +206.5% | -95.6% | +302.2% | +101.7% |
| All | +418.8% | -98.9% | +517.8% | +184.2% |
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