+183.8%
WWD vs VSXY
+15.5%
+168.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | -2.9% | -0.3% | -2.5% | -2.8% |
| 30D | -6.6% | -22.1% | +15.5% | -4.1% |
| 3M | -9.3% | -1.1% | -8.2% | -9.7% |
| 6M | -13.6% | +53.8% | -67.4% | -19.9% |
| YTD | +10.4% | +35.5% | -25.1% | +3.5% |
| 1Y | +39.9% | +186.0% | -146.1% | +18.7% |
| 3Y | +165.0% | +343.2% | -178.1% | +96.8% |
| 5Y | +183.8% | +19.0% | +164.8% | +143.5% |
| All | +183.8% | +15.5% | +168.3% | +143.5% |
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