+121.6%
WFC vs VSXY
+33.4%
+88.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +2.3% | -22.1% | +24.3% | +5.7% |
| 3M | +9.8% | -1.1% | +10.9% | +9.1% |
| 6M | +15.6% | +53.8% | -38.3% | +5.2% |
| YTD | -2.4% | +35.5% | -37.9% | -9.8% |
| 1Y | +13.8% | +186.0% | -172.2% | -7.8% |
| 3Y | +134.6% | +343.2% | -208.5% | +61.7% |
| 5Y | +127.9% | +19.0% | +108.9% | +91.6% |
| All | +121.6% | +33.4% | +88.1% | +83.1% |
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