+189.1%
WWD vs VSXY
+37.7%
+151.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +0.6% | -10.7% | +11.4% | +1.6% |
| 30D | -5.1% | -24.3% | +19.2% | -2.6% |
| 3M | -11.2% | +1.0% | -12.3% | -11.8% |
| 6M | -12.0% | +57.4% | -69.4% | -17.7% |
| YTD | +12.0% | +39.8% | -27.8% | +5.8% |
| 1Y | +42.8% | +196.5% | -153.7% | +24.2% |
| 3Y | +168.9% | +357.2% | -188.3% | +112.6% |
| 5Y | +192.2% | +18.9% | +173.3% | +145.5% |
| All | +189.1% | +37.7% | +151.5% | +167.2% |
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