+822.4%
WDC vs VSXY
+37.5%
+784.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.6% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -1.5% | -18.7% | +17.2% | +2.2% |
| 3M | -15.5% | -4.0% | -11.5% | -16.0% |
| 6M | +66.5% | +67.5% | -1.0% | +43.2% |
| YTD | +159.9% | +39.7% | +120.2% | +131.4% |
| 1Y | +366.0% | +180.0% | +186.0% | +256.4% |
| 3Y | +1,285.8% | +337.3% | +948.5% | +778.1% |
| 5Y | +925.6% | +22.7% | +902.9% | +724.6% |
| All | +822.4% | +37.5% | +784.9% | +637.0% |
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