+3,800.0%
FIX vs W
+268.4%
+3,531.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.6% | +4.8% | +8.7% |
| 7D | -7.2% | +3.3% | -10.5% | -8.0% |
| 30D | -35.1% | +10.5% | -45.6% | -36.3% |
| 3M | -34.3% | +9.6% | -43.9% | -35.6% |
| 6M | -42.9% | +76.4% | -119.3% | -48.9% |
| YTD | +19.5% | +16.4% | +3.1% | +13.2% |
| 1Y | +16.8% | +9.3% | +7.4% | +11.5% |
| 3Y | +506.7% | +172.8% | +333.9% | +375.9% |
| 5Y | +1,046.7% | -53.4% | +1,100.1% | +932.9% |
| 10Y | +3,800.0% | +243.6% | +3,556.3% | +2,031.3% |
| All | +3,800.0% | +268.4% | +3,531.5% | +2,031.3% |
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