-34.4%
WULF vs VXX
-36.4%
+2.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +30.1% | -44.0% | +6.4% |
| 7D | -20.9% | +27.5% | -48.5% | -3.0% |
| 30D | -32.7% | +32.5% | -65.2% | -13.4% |
| 3M | -44.2% | +8.2% | -52.5% | -37.3% |
| 6M | -57.1% | -22.7% | -34.4% | -60.6% |
| YTD | -12.3% | -16.1% | +3.9% | -9.5% |
| 1Y | -34.4% | -34.0% | -0.3% | -42.3% |
| All | -34.4% | -36.4% | +2.0% | -42.3% |
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