+86.1%
WULF vs VXX
-51.1%
+137.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +2.1% |
| 7D | +7.6% | -3.5% | +11.0% | +5.4% |
| 30D | -8.6% | -13.6% | +5.0% | -16.1% |
| 3M | -37.0% | -24.6% | -12.4% | -45.3% |
| 6M | +7.4% | -39.9% | +47.3% | -14.4% |
| YTD | +43.7% | -33.1% | +76.7% | +21.3% |
| 1Y | +86.1% | -49.9% | +136.0% | +46.0% |
| All | +86.1% | -51.1% | +137.2% | +46.0% |
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