+179.3%
WSM vs VSXY
+22.6%
+156.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -7.7% | -18.7% | +11.0% | -2.8% |
| 3M | +3.8% | -4.0% | +7.7% | +3.9% |
| 6M | +22.7% | +67.5% | -44.8% | +0.8% |
| YTD | +28.0% | +39.7% | -11.6% | +10.1% |
| 1Y | +12.7% | +180.0% | -167.3% | -23.0% |
| 3Y | +231.3% | +337.3% | -106.0% | +68.6% |
| All | +179.3% | +22.6% | +156.6% | +122.7% |
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