-7.5%
WY vs VSXY
+224.6%
-232.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.3% |
| 7D | -2.6% | -14.0% | +11.4% | -1.4% |
| 30D | -10.9% | -15.9% | +5.0% | -9.7% |
| 3M | -6.0% | +3.4% | -9.4% | -6.4% |
| 6M | -5.6% | +25.9% | -31.6% | -8.9% |
| YTD | -1.1% | +39.5% | -40.6% | -5.4% |
| 1Y | -7.5% | +194.4% | -201.8% | -20.7% |
| All | -7.5% | +224.6% | -232.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling