+36.6%
WEC vs VSXY
+37.5%
-0.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.6% | -18.7% | +16.1% | -2.2% |
| 3M | -6.0% | -4.0% | -2.1% | -6.1% |
| 6M | -5.4% | +67.5% | -72.9% | -7.0% |
| YTD | +2.5% | +39.7% | -37.2% | +1.0% |
| 1Y | -0.7% | +180.0% | -180.7% | -4.1% |
| 3Y | +38.7% | +337.3% | -298.6% | +29.3% |
| 5Y | +31.7% | +22.7% | +9.0% | +27.2% |
| All | +36.6% | +37.5% | -0.9% | +31.7% |
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