+1,328.4%
WDC vs VSXY
+339.2%
+989.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.9% |
| 7D | +4.4% | -0.3% | +4.8% | +4.5% |
| 30D | +5.3% | -22.1% | +27.3% | +9.2% |
| 3M | -5.9% | -1.1% | -4.8% | -7.0% |
| 6M | +73.2% | +53.8% | +19.4% | +54.7% |
| YTD | +167.8% | +35.5% | +132.4% | +144.1% |
| 1Y | +386.0% | +186.0% | +200.0% | +289.8% |
| All | +1,328.4% | +339.2% | +989.2% | +1,069.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling