+73.0%
WFC vs VXX
-98.9%
+172.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | +0.5% |
| 7D | +0.3% | +7.2% | -6.9% | +1.9% |
| 30D | +2.3% | -5.8% | +8.1% | +1.0% |
| 3M | +9.8% | -29.0% | +38.8% | +2.1% |
| 6M | +15.6% | -44.0% | +59.5% | +3.0% |
| YTD | -2.4% | -28.7% | +26.2% | -7.0% |
| 1Y | +13.8% | -45.2% | +59.0% | +3.4% |
| 3Y | +134.6% | -77.8% | +212.5% | +99.2% |
| 5Y | +127.9% | -95.6% | +223.6% | +45.5% |
| All | +73.0% | -98.9% | +172.0% | +4.3% |
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