+219.9%
WM vs VXX
-98.9%
+318.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.1% |
| 7D | +3.2% | -14.7% | +17.9% | +1.9% |
| 30D | +13.0% | +8.9% | +4.1% | +14.4% |
| 3M | +9.2% | -4.5% | +13.8% | +9.3% |
| 6M | +13.6% | -34.0% | +47.6% | +10.0% |
| YTD | +12.4% | -29.2% | +41.6% | +10.3% |
| 1Y | +21.2% | -46.8% | +68.0% | +15.8% |
| 3Y | +48.7% | -76.2% | +124.9% | +37.5% |
| 5Y | +61.9% | -94.3% | +156.1% | +32.0% |
| All | +219.9% | -98.9% | +318.8% | +144.0% |
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