+181.5%
VSXY vs WETO
-99.4%
+280.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +3.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | -18.7% | -39.9% | +21.2% | -19.0% |
| 3M | -4.0% | -97.9% | +93.9% | -1.0% |
| 6M | +67.5% | -95.0% | +162.5% | +68.2% |
| YTD | +39.7% | -97.2% | +136.8% | +41.3% |
| 1Y | +180.0% | -98.9% | +278.9% | +183.1% |
| All | +181.5% | -99.4% | +280.9% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling