+37.4%
WEC vs VSXY
+37.4%
0.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -0.3% | -14.0% | +13.7% | +0.1% |
| 30D | -1.3% | -15.9% | +14.6% | -0.9% |
| 3M | -3.9% | +3.4% | -7.3% | -4.1% |
| 6M | -8.3% | +25.9% | -34.2% | -9.3% |
| YTD | +3.1% | +39.5% | -36.4% | +1.6% |
| 1Y | +1.9% | +194.4% | -192.4% | -1.7% |
| 3Y | +41.9% | +281.4% | -239.5% | +33.1% |
| 5Y | +30.8% | +12.8% | +18.0% | +26.6% |
| All | +37.4% | +37.4% | 0.0% | +32.5% |
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