+186.0%
WM vs VXX
-99.0%
+285.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | -3.5% | +3.2% | -0.6% |
| 30D | -2.4% | -13.6% | +11.2% | -3.7% |
| 3M | +0.4% | -24.6% | +25.0% | -2.1% |
| 6M | -9.5% | -39.9% | +30.4% | -13.2% |
| YTD | +0.5% | -33.1% | +33.6% | -2.3% |
| 1Y | -1.1% | -49.9% | +48.8% | -6.2% |
| 3Y | +46.0% | -79.1% | +125.1% | +33.2% |
| 5Y | +51.8% | -95.6% | +147.4% | +19.7% |
| All | +186.0% | -99.0% | +285.0% | +115.9% |
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