+117.9%
WFC vs VSXY
+42.7%
+75.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.8% |
| 7D | +1.1% | -6.8% | +7.8% | +1.9% |
| 30D | +0.8% | -20.4% | +21.2% | +3.9% |
| 3M | +9.3% | +2.9% | +6.4% | +8.0% |
| 6M | +10.6% | +67.9% | -57.3% | -0.5% |
| YTD | -4.1% | +44.9% | -48.9% | -12.1% |
| 1Y | +13.6% | +205.9% | -192.4% | -8.9% |
| 3Y | +130.7% | +373.9% | -243.1% | +57.5% |
| 5Y | +126.7% | +23.5% | +103.3% | +89.1% |
| All | +117.9% | +42.7% | +75.2% | +78.4% |
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