+21.8%
WM vs VSXY
+199.0%
-177.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +1.5% |
| 7D | +1.2% | -1.6% | +2.8% | +1.2% |
| 30D | +15.2% | +17.8% | -2.6% | +15.5% |
| 3M | +8.3% | +12.5% | -4.1% | +8.6% |
| 6M | +13.1% | +124.7% | -111.6% | +14.4% |
| YTD | +12.5% | +93.2% | -80.6% | +13.5% |
| 1Y | +21.8% | +195.6% | -173.9% | +22.5% |
| All | +21.8% | +199.0% | -177.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling