+265.8%
WMB vs VXX
-95.6%
+361.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.3% |
| 7D | -1.0% | +2.0% | -3.0% | -0.8% |
| 30D | -0.4% | -7.1% | +6.7% | -1.2% |
| 3M | +3.2% | -28.6% | +31.8% | -0.4% |
| 6M | +0.1% | -44.0% | +44.1% | -5.6% |
| YTD | +23.9% | -31.7% | +55.6% | +20.2% |
| 1Y | +27.6% | -46.3% | +74.0% | +20.9% |
| 3Y | +141.9% | -78.3% | +220.2% | +120.3% |
| All | +265.8% | -95.6% | +361.4% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling