+27.3%
WAT vs VSXY
+210.1%
-182.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.3% |
| 7D | -1.9% | +14.2% | -16.1% | -2.6% |
| 30D | +6.2% | +21.9% | -15.6% | +5.2% |
| 3M | +18.1% | +22.1% | -4.1% | +16.7% |
| 6M | +54.9% | +116.7% | -61.8% | +45.4% |
| YTD | +23.1% | +101.1% | -78.0% | +17.1% |
| 1Y | +27.3% | +208.0% | -180.7% | +17.7% |
| All | +27.3% | +210.1% | -182.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling