+63.5%
WM vs VSXY
+37.4%
+26.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | -0.3% | -14.0% | +13.7% | -0.1% |
| 30D | -2.4% | -15.9% | +13.5% | -2.2% |
| 3M | +0.4% | +3.4% | -3.0% | +0.3% |
| 6M | -9.5% | +25.9% | -35.4% | -10.0% |
| YTD | +0.5% | +39.5% | -39.0% | -0.4% |
| 1Y | -1.1% | +194.4% | -195.4% | -3.7% |
| 3Y | +46.0% | +281.4% | -235.4% | +38.3% |
| 5Y | +51.8% | +12.8% | +39.0% | +49.3% |
| All | +63.5% | +37.4% | +26.1% | +59.5% |
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 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