+7.0%
WMT vs VXX
-51.1%
+58.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +3.9% | -3.5% | +7.4% | +4.0% |
| 30D | -4.4% | -13.6% | +9.2% | -4.2% |
| 3M | -8.8% | -24.6% | +15.8% | -8.5% |
| 6M | -15.6% | -39.9% | +24.2% | -16.1% |
| YTD | -3.2% | -33.1% | +29.8% | -4.3% |
| 1Y | +7.0% | -49.9% | +57.0% | +6.5% |
| All | +7.0% | -51.1% | +58.2% | +6.5% |
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