-30.5%
WDAY vs VSXY
+19.2%
-49.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -7.4% | -10.7% | +3.3% | -6.3% |
| 30D | +1.0% | -24.3% | +25.3% | +4.3% |
| 3M | +32.7% | +1.0% | +31.7% | +31.9% |
| 6M | +25.6% | +57.4% | -31.8% | +14.4% |
| YTD | -13.4% | +39.8% | -53.2% | -20.0% |
| 1Y | -19.4% | +196.5% | -215.8% | -35.6% |
| 3Y | -25.8% | +357.2% | -383.0% | -51.2% |
| All | -30.5% | +19.2% | -49.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling