-13.5%
WDAY vs VSXY
+210.1%
-223.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.4% | -6.4% | +2.3% |
| 7D | -1.2% | +14.2% | -15.4% | -0.7% |
| 30D | +6.8% | +21.9% | -15.0% | +7.6% |
| 3M | +17.8% | +22.1% | -4.3% | +19.0% |
| 6M | +57.8% | +116.7% | -58.9% | +63.8% |
| YTD | -6.0% | +101.1% | -107.2% | -2.1% |
| 1Y | -13.5% | +208.0% | -221.6% | -14.6% |
| All | -13.5% | +210.1% | -223.7% | -14.6% |
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