+194.4%
VSXY vs WETO
-98.9%
+293.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -20.8% | +23.4% | +2.5% |
| 7D | -14.0% | -55.4% | +41.4% | -14.4% |
| 30D | -15.9% | -48.5% | +32.6% | -16.1% |
| 3M | +3.4% | -97.5% | +100.9% | +8.4% |
| 6M | +25.9% | -94.2% | +120.1% | +23.7% |
| YTD | +39.5% | -97.0% | +136.5% | +46.2% |
| 1Y | +194.4% | -98.9% | +293.3% | +220.6% |
| All | +194.4% | -98.9% | +293.2% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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