-17.5%
WY vs VSXY
+37.7%
-55.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | -1.7% | -10.7% | +9.0% | -0.4% |
| 30D | -9.9% | -24.3% | +14.4% | -6.8% |
| 3M | -7.5% | +1.0% | -8.5% | -8.0% |
| 6M | -5.1% | +57.4% | -62.5% | -12.4% |
| YTD | -2.1% | +39.8% | -41.9% | -8.7% |
| 1Y | -7.3% | +196.5% | -203.8% | -22.9% |
| 3Y | -22.6% | +357.2% | -379.9% | -43.9% |
| 5Y | -19.8% | +18.9% | -38.7% | -31.8% |
| All | -17.5% | +37.7% | -55.2% | -29.9% |
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 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