+24.2%
WAT vs VSXY
+93.0%
-68.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | +5.4% | +20.1% | -14.7% | +3.0% |
| 3M | +11.3% | +16.6% | -5.3% | +8.8% |
| 6M | +37.4% | +134.9% | -97.5% | +20.1% |
| YTD | +21.2% | +96.0% | -74.8% | +8.1% |
| 1Y | +21.3% | +203.8% | -182.4% | +1.2% |
| 3Y | +83.4% | +465.3% | -382.0% | +31.8% |
| 5Y | +29.0% | +106.3% | -77.3% | +4.1% |
| All | +24.2% | +93.0% | -68.9% | +0.9% |
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