+14.4%
WCN vs VSXY
+210.1%
-195.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.6% | +2.8% |
| 7D | +6.7% | +14.2% | -7.5% | +6.8% |
| 30D | +24.3% | +21.9% | +2.5% | +24.5% |
| 3M | +16.1% | +22.1% | -6.0% | +16.4% |
| 6M | +19.9% | +116.7% | -96.7% | +21.1% |
| YTD | +10.1% | +101.1% | -91.0% | +10.5% |
| 1Y | +14.4% | +208.0% | -193.6% | +14.8% |
| All | +14.4% | +210.1% | -195.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling