+265.5%
WPM vs VSXY
+352.7%
-87.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +14.4% | -18.7% | +33.1% | +14.9% |
| 3M | +37.0% | -4.0% | +41.0% | +37.0% |
| 6M | +4.1% | +67.5% | -63.4% | +2.7% |
| YTD | +31.7% | +39.7% | -7.9% | +30.1% |
| 1Y | +44.2% | +180.0% | -135.8% | +42.0% |
| 3Y | +265.5% | +337.3% | -71.8% | +246.6% |
| All | +265.5% | +352.7% | -87.2% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling