-54.9%
WU vs VSXY
+37.5%
-92.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -2.9% | -18.7% | +15.7% | -1.5% |
| 3M | -2.3% | -4.0% | +1.7% | -2.3% |
| 6M | -25.4% | +67.5% | -92.8% | -29.7% |
| YTD | -21.2% | +39.7% | -60.9% | -24.8% |
| 1Y | -8.9% | +180.0% | -188.8% | -19.4% |
| 3Y | -29.0% | +337.3% | -366.2% | -43.4% |
| 5Y | -50.7% | +22.7% | -73.4% | -56.3% |
| All | -54.9% | +37.5% | -92.4% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling