+265.3%
WMB vs VXX
-99.0%
+364.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.6% |
| 7D | 0.0% | +1.6% | -1.6% | +0.3% |
| 30D | +4.6% | -9.5% | +14.0% | +2.8% |
| 3M | +5.7% | -27.3% | +33.0% | +0.1% |
| 6M | +4.2% | -43.3% | +47.5% | -5.1% |
| YTD | +26.8% | -30.9% | +57.7% | +20.7% |
| 1Y | +34.7% | -47.2% | +81.8% | +22.8% |
| 3Y | +146.8% | -78.5% | +225.3% | +110.3% |
| 5Y | +285.0% | -95.6% | +380.6% | +151.7% |
| All | +265.3% | -99.0% | +364.3% | +110.6% |
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 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