-20.7%
WST vs VSXY
+22.6%
-43.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -1.7% | -18.7% | +17.0% | 0.0% |
| 3M | +4.9% | -4.0% | +8.9% | +4.9% |
| 6M | +45.5% | +67.5% | -22.0% | +35.9% |
| YTD | +26.1% | +39.7% | -13.5% | +19.6% |
| 1Y | +31.7% | +180.0% | -148.3% | +15.2% |
| 3Y | -12.1% | +337.3% | -349.4% | -32.5% |
| All | -20.7% | +22.6% | -43.3% | -24.9% |
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