-1.0%
WM vs VXX
-44.3%
+43.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -3.9% | -0.8% |
| 7D | -3.1% | +7.2% | -10.3% | -3.3% |
| 30D | -5.3% | -5.8% | +0.5% | -5.2% |
| 3M | -4.2% | -29.0% | +24.8% | -3.9% |
| 6M | -8.1% | -44.0% | +35.9% | -8.1% |
| YTD | -1.4% | -28.7% | +27.2% | -1.0% |
| All | -1.0% | -44.3% | +43.3% | -0.7% |
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