-22.0%
WING vs VSXY
+37.5%
-59.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +5.5% |
| 7D | +7.2% | +0.1% | +7.1% | +7.2% |
| 30D | +4.8% | -18.7% | +23.5% | +7.6% |
| 3M | -23.7% | -4.0% | -19.7% | -23.5% |
| 6M | -43.6% | +67.5% | -111.1% | -48.6% |
| YTD | -50.6% | +39.7% | -90.2% | -53.8% |
| 1Y | -57.0% | +180.0% | -237.0% | -63.8% |
| 3Y | -28.3% | +337.3% | -365.6% | -48.3% |
| 5Y | -32.4% | +22.7% | -55.1% | -41.0% |
| All | -22.0% | +37.5% | -59.5% | -31.4% |
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 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