+20.8%
WM vs VXX
-51.0%
+71.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.3% | +2.0% |
| 7D | +5.9% | -4.1% | +10.0% | +6.0% |
| 30D | +15.4% | -0.8% | +16.2% | +15.3% |
| 3M | +6.3% | -19.8% | +26.1% | +7.0% |
| 6M | +5.6% | -40.5% | +46.1% | +6.2% |
| YTD | +9.9% | -35.5% | +45.5% | +10.8% |
| 1Y | +20.8% | -51.1% | +71.9% | +23.2% |
| All | +20.8% | -51.0% | +71.9% | +23.2% |
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 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