+271.1%
WPM vs VSXY
+42.7%
+228.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | +7.0% | -6.8% | +13.8% | +7.2% |
| 30D | +15.7% | -20.4% | +36.1% | +16.4% |
| 3M | +35.2% | +2.9% | +32.3% | +35.0% |
| 6M | +6.1% | +67.9% | -61.8% | +4.3% |
| YTD | +32.6% | +44.9% | -12.3% | +30.6% |
| 1Y | +46.9% | +205.9% | -159.0% | +42.9% |
| 3Y | +276.3% | +373.9% | -97.6% | +257.0% |
| 5Y | +260.0% | +23.5% | +236.5% | +244.8% |
| All | +271.1% | +42.7% | +228.5% | +259.4% |
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 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