+2.5%
WFC vs VXX
-51.0%
+53.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.9% | +0.5% |
| 7D | +4.5% | -4.1% | +8.6% | +3.9% |
| 30D | +7.4% | -0.8% | +8.2% | +7.5% |
| 3M | -0.5% | -19.8% | +19.3% | -4.4% |
| 6M | +11.7% | -40.5% | +52.2% | +1.3% |
| YTD | -4.6% | -35.5% | +30.9% | -9.2% |
| 1Y | +2.5% | -51.1% | +53.6% | -7.7% |
| All | +2.5% | -51.0% | +53.6% | -7.7% |
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