+72.7%
VSXY vs WTW
+53.0%
+19.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -0.3% | -7.8% | +7.5% | +3.1% |
| 30D | -22.1% | -7.9% | -14.2% | -19.4% |
| 3M | -1.1% | +19.9% | -21.1% | -9.6% |
| 6M | +53.8% | +9.8% | +44.0% | +45.4% |
| YTD | +35.5% | -3.3% | +38.8% | +36.2% |
| 1Y | +186.0% | -3.3% | +189.3% | +186.3% |
| 3Y | +343.2% | +61.5% | +281.6% | +200.6% |
| 5Y | +19.0% | +42.6% | -23.6% | -14.4% |
| All | +72.7% | +53.0% | +19.7% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling