+43.3%
WM vs VXX
-78.1%
+121.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -1.2% | +1.6% | -2.7% | -1.1% |
| 30D | -4.5% | -9.5% | +5.0% | -4.7% |
| 3M | -2.2% | -27.3% | +25.1% | -3.0% |
| 6M | -11.5% | -43.3% | +31.8% | -12.8% |
| YTD | -0.7% | -30.9% | +30.2% | -1.4% |
| 1Y | +0.3% | -47.2% | +47.5% | -1.1% |
| All | +43.3% | -78.1% | +121.4% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling