-3.7%
WAT vs VSXY
+19.2%
-22.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.9% |
| 7D | -1.8% | -10.7% | +8.9% | -0.5% |
| 30D | -1.7% | -24.3% | +22.6% | +1.7% |
| 3M | +9.1% | +1.0% | +8.1% | +8.3% |
| 6M | +32.4% | +57.4% | -24.9% | +21.1% |
| YTD | +6.6% | +39.8% | -33.2% | -1.2% |
| 1Y | +34.7% | +196.5% | -161.8% | +10.3% |
| 3Y | +53.6% | +357.2% | -303.7% | +9.0% |
| All | -3.7% | +19.2% | -22.9% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling