+84.2%
WAT vs VSXY
+446.9%
-362.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +2.9% | -1.4% |
| 7D | +2.0% | -1.6% | +3.6% | +2.2% |
| 30D | +7.7% | +17.8% | -10.1% | +5.9% |
| 3M | +11.1% | +12.5% | -1.4% | +9.4% |
| 6M | +31.2% | +124.7% | -93.5% | +17.6% |
| YTD | +21.7% | +93.2% | -71.5% | +10.7% |
| 1Y | +19.3% | +195.6% | -176.3% | +2.2% |
| All | +84.2% | +446.9% | -362.8% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling