+884.6%
WDC vs VSXY
+42.7%
+841.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.7% | +1.4% |
| 7D | +6.0% | -6.8% | +12.8% | +7.3% |
| 30D | +9.9% | -20.4% | +30.3% | +14.5% |
| 3M | -9.4% | +2.9% | -12.3% | -11.2% |
| 6M | +94.7% | +67.9% | +26.8% | +67.6% |
| YTD | +177.4% | +44.9% | +132.5% | +145.3% |
| 1Y | +412.6% | +205.9% | +206.7% | +285.1% |
| 3Y | +1,359.8% | +373.9% | +985.9% | +807.7% |
| 5Y | +992.6% | +23.5% | +969.1% | +773.2% |
| All | +884.6% | +42.7% | +841.9% | +681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling