+8.4%
WAT vs VSXY
+33.4%
-25.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | -3.2% | -22.1% | +18.8% | -0.4% |
| 3M | +10.6% | -1.1% | +11.7% | +10.1% |
| 6M | +34.0% | +53.8% | -19.8% | +23.6% |
| YTD | +5.7% | +35.5% | -29.7% | -1.1% |
| 1Y | +37.1% | +186.0% | -148.9% | +14.3% |
| 3Y | +52.4% | +343.2% | -290.8% | +12.1% |
| 5Y | -4.4% | +19.0% | -23.4% | -18.7% |
| All | +8.4% | +33.4% | -25.1% | -7.7% |
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 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