+14.7%
WST vs VSXY
+93.0%
-78.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +1.1% |
| 7D | +4.2% | -1.7% | +6.0% | +4.4% |
| 30D | +11.2% | +20.1% | -8.9% | +9.4% |
| 3M | +20.4% | +16.6% | +3.8% | +18.4% |
| 6M | +37.9% | +134.9% | -97.1% | +25.3% |
| YTD | +51.8% | +96.0% | -44.2% | +39.7% |
| 1Y | +56.6% | +203.8% | -147.2% | +37.2% |
| 3Y | +24.2% | +465.3% | -441.1% | -4.4% |
| 5Y | +0.7% | +106.3% | -105.6% | -12.4% |
| All | +14.7% | +93.0% | -78.3% | 0.0% |
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