+135.9%
WMT vs VXX
-95.6%
+231.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.1% |
| 7D | 0.0% | +2.0% | -2.0% | +0.1% |
| 30D | -7.4% | -7.1% | -0.3% | -7.8% |
| 3M | -10.9% | -28.6% | +17.8% | -12.6% |
| 6M | -12.7% | -44.0% | +31.3% | -15.6% |
| YTD | -3.2% | -31.7% | +28.5% | -4.9% |
| 1Y | +5.3% | -46.3% | +51.6% | +2.0% |
| 3Y | +101.9% | -78.3% | +180.1% | +89.5% |
| All | +135.9% | -95.6% | +231.5% | +101.6% |
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