+188.8%
WWD vs VSXY
+37.5%
+151.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.0% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -6.9% | -18.7% | +11.7% | -5.2% |
| 3M | -13.0% | -4.0% | -9.1% | -13.1% |
| 6M | -12.5% | +67.5% | -79.9% | -18.6% |
| YTD | +11.8% | +39.7% | -27.8% | +5.6% |
| 1Y | +41.1% | +180.0% | -138.9% | +23.4% |
| 3Y | +163.1% | +337.3% | -174.2% | +109.0% |
| 5Y | +187.6% | +22.7% | +165.0% | +143.0% |
| All | +188.8% | +37.5% | +151.2% | +166.9% |
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