+194.4%
VSXY vs WTW
+3.0%
+191.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.8% |
| 7D | -14.0% | -2.6% | -11.4% | -13.7% |
| 30D | -15.9% | -1.0% | -14.9% | -15.9% |
| 3M | +3.4% | +29.9% | -26.5% | +0.3% |
| 6M | +25.9% | +10.7% | +15.2% | +28.0% |
| YTD | +39.5% | +2.6% | +36.9% | +43.1% |
| 1Y | +194.4% | +2.8% | +191.6% | +196.7% |
| All | +194.4% | +3.0% | +191.4% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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