+254.3%
WAB vs VSXY
+42.7%
+211.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.1% |
| 7D | +1.7% | -6.8% | +8.4% | +2.4% |
| 30D | -2.4% | -20.4% | +17.9% | +0.2% |
| 3M | +9.7% | +2.9% | +6.8% | +8.6% |
| 6M | +16.5% | +67.9% | -51.4% | +6.5% |
| YTD | +33.7% | +44.9% | -11.1% | +24.1% |
| 1Y | +49.7% | +205.9% | -156.2% | +24.5% |
| 3Y | +170.9% | +373.9% | -202.9% | +96.7% |
| 5Y | +228.0% | +23.5% | +204.6% | +181.8% |
| All | +254.3% | +42.7% | +211.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling