+3,653.2%
FIX vs W
+238.4%
+3,414.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +5.7% |
| 7D | -17.5% | -3.6% | -13.9% | -17.2% |
| 30D | -41.6% | +7.0% | -48.5% | -42.4% |
| 3M | -40.6% | +7.4% | -48.0% | -41.7% |
| 6M | -49.4% | +69.3% | -118.7% | -54.4% |
| YTD | +9.2% | +11.3% | -2.1% | +4.2% |
| 1Y | +6.5% | +13.2% | -6.8% | +1.0% |
| 3Y | +448.7% | +142.0% | +306.7% | +337.2% |
| 5Y | +948.7% | -54.6% | +1,003.3% | +848.4% |
| All | +3,653.2% | +238.4% | +3,414.8% | +1,882.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling