-27.1%
WING vs VSXY
+42.7%
-69.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | -0.3% |
| 7D | -0.1% | -6.8% | +6.6% | +0.7% |
| 30D | -6.0% | -20.4% | +14.3% | -3.3% |
| 3M | -23.5% | +2.9% | -26.4% | -24.0% |
| 6M | -52.0% | +67.9% | -119.9% | -56.2% |
| YTD | -53.8% | +44.9% | -98.7% | -57.0% |
| 1Y | -63.8% | +205.9% | -269.7% | -69.9% |
| 3Y | -30.8% | +373.9% | -404.6% | -50.8% |
| 5Y | -34.3% | +23.5% | -57.7% | -43.0% |
| All | -27.1% | +42.7% | -69.7% | -36.2% |
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