-15.3%
WDAY vs VSXY
+224.6%
-239.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.3% |
| 7D | -4.4% | -14.0% | +9.6% | -4.8% |
| 30D | +14.7% | -15.9% | +30.7% | +14.2% |
| 3M | +32.4% | +3.4% | +29.0% | +33.1% |
| 6M | +36.9% | +25.9% | +11.0% | +41.3% |
| YTD | -8.8% | +39.5% | -48.3% | -6.6% |
| 1Y | -15.3% | +194.4% | -209.6% | -16.4% |
| All | -15.3% | +224.6% | -239.9% | -16.4% |
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