+33.4%
WCN vs VSXY
+37.5%
-4.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -3.4% | -18.7% | +15.3% | -3.0% |
| 3M | +3.0% | -4.0% | +6.9% | +3.0% |
| 6M | -3.8% | +67.5% | -71.2% | -5.5% |
| YTD | -8.3% | +39.7% | -48.0% | -9.6% |
| 1Y | -9.7% | +180.0% | -189.7% | -13.3% |
| 3Y | +17.2% | +337.3% | -320.1% | +7.3% |
| 5Y | +25.3% | +22.7% | +2.6% | +20.8% |
| All | +33.4% | +37.5% | -4.2% | +27.9% |
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