-2.0%
WBD vs VSXY
+33.4%
-35.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.2% | -22.1% | +26.2% | +8.9% |
| 3M | +7.5% | -1.1% | +8.7% | +6.7% |
| 6M | +1.6% | +53.8% | -52.2% | -11.2% |
| YTD | -2.2% | +35.5% | -37.6% | -12.9% |
| 1Y | +124.9% | +186.0% | -61.1% | +65.6% |
| 3Y | +149.1% | +343.2% | -194.1% | +50.0% |
| 5Y | +7.8% | +19.0% | -11.2% | -17.9% |
| All | -2.0% | +33.4% | -35.5% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling