-54.8%
WU vs VSXY
+37.7%
-92.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -4.9% | -10.7% | +5.8% | -4.2% |
| 30D | -1.3% | -24.3% | +23.0% | +0.7% |
| 3M | -3.6% | +1.0% | -4.6% | -4.0% |
| 6M | -24.3% | +57.4% | -81.7% | -28.3% |
| YTD | -21.1% | +39.8% | -60.9% | -24.7% |
| 1Y | -10.3% | +196.5% | -206.8% | -21.1% |
| 3Y | -28.4% | +357.2% | -385.6% | -43.3% |
| 5Y | -51.2% | +18.9% | -70.1% | -56.7% |
| All | -54.8% | +37.7% | -92.5% | -59.8% |
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