+74.7%
WFC vs VXX
-99.0%
+173.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | 0.0% |
| 7D | +0.4% | +2.0% | -1.6% | +0.8% |
| 30D | +1.5% | -7.1% | +8.6% | -0.1% |
| 3M | +10.2% | -28.6% | +38.8% | +2.7% |
| 6M | +18.8% | -44.0% | +62.8% | +5.9% |
| YTD | -1.5% | -31.7% | +30.2% | -7.0% |
| 1Y | +13.5% | -46.3% | +59.9% | +2.7% |
| 3Y | +135.0% | -78.3% | +213.2% | +98.7% |
| 5Y | +130.1% | -95.8% | +225.9% | +45.4% |
| All | +74.7% | -99.0% | +173.7% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling