+252.8%
WAB vs VSXY
+37.5%
+215.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.1% | -18.7% | +14.6% | -1.8% |
| 3M | +8.2% | -4.0% | +12.1% | +8.1% |
| 6M | +15.4% | +67.5% | -52.1% | +5.5% |
| YTD | +33.1% | +39.7% | -6.5% | +24.1% |
| 1Y | +48.1% | +180.0% | -131.9% | +24.6% |
| 3Y | +167.7% | +337.3% | -169.6% | +96.8% |
| 5Y | +225.7% | +22.7% | +203.0% | +180.7% |
| All | +252.8% | +37.5% | +215.2% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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