+7.0%
WMT vs VSXY
+224.6%
-217.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | +3.9% | -14.0% | +17.9% | +3.9% |
| 30D | -4.4% | -15.9% | +11.5% | -4.4% |
| 3M | -8.8% | +3.4% | -12.2% | -8.7% |
| 6M | -15.6% | +25.9% | -41.6% | -15.3% |
| YTD | -3.2% | +39.5% | -42.7% | -3.1% |
| 1Y | +7.0% | +194.4% | -187.3% | +9.0% |
| All | +7.0% | +224.6% | -217.5% | +9.0% |
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