+78.0%
VSXY vs WTW
+53.1%
+24.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.1% | -5.7% | +5.8% | +2.6% |
| 30D | -18.7% | -7.3% | -11.4% | -16.1% |
| 3M | -4.0% | +21.5% | -25.4% | -12.7% |
| 6M | +67.5% | +9.6% | +57.9% | +58.5% |
| YTD | +39.7% | -3.3% | +42.9% | +40.4% |
| 1Y | +180.0% | -6.1% | +186.1% | +185.1% |
| 3Y | +337.3% | +61.8% | +275.4% | +196.2% |
| 5Y | +22.7% | +42.7% | -20.0% | -11.7% |
| All | +78.0% | +53.1% | +24.9% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling