-22.0%
WDAY vs VSXY
+33.4%
-55.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -10.5% | -0.3% | -10.2% | -10.6% |
| 30D | +2.1% | -22.1% | +24.2% | +4.9% |
| 3M | +34.6% | -1.1% | +35.8% | +34.2% |
| 6M | +29.9% | +53.8% | -23.9% | +19.3% |
| YTD | -13.8% | +35.5% | -49.3% | -19.7% |
| 1Y | -18.3% | +186.0% | -204.3% | -33.3% |
| 3Y | -26.2% | +343.2% | -369.3% | -49.0% |
| 5Y | -30.8% | +19.0% | -49.8% | -41.5% |
| All | -22.0% | +33.4% | -55.5% | -35.0% |
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