-24.3%
WY vs VSXY
+352.7%
-377.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -10.1% | -18.7% | +8.6% | -8.3% |
| 3M | -8.5% | -4.0% | -4.5% | -8.4% |
| 6M | -3.3% | +67.5% | -70.8% | -9.8% |
| YTD | -4.4% | +39.7% | -44.0% | -9.5% |
| 1Y | -11.5% | +180.0% | -191.5% | -23.0% |
| 3Y | -24.3% | +337.3% | -361.6% | -40.5% |
| All | -24.3% | +352.7% | -377.0% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling