+135.9%
WMT vs VSXY
+22.6%
+113.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +1.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | -18.7% | +11.3% | -6.6% |
| 3M | -10.9% | -4.0% | -6.9% | -10.9% |
| 6M | -12.7% | +67.5% | -80.2% | -15.8% |
| YTD | -3.2% | +39.7% | -42.9% | -5.9% |
| 1Y | +5.3% | +180.0% | -174.7% | -2.3% |
| 3Y | +101.9% | +337.3% | -235.4% | +77.1% |
| All | +135.9% | +22.6% | +113.3% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling