+5,892.0%
FIX vs W
+155.0%
+5,737.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | +6.0% | -4.2% | +10.2% | +6.7% |
| 30D | -7.2% | -7.6% | +0.3% | -6.2% |
| 3M | -15.9% | +37.2% | -53.0% | -21.1% |
| 6M | +12.7% | +26.3% | -13.6% | +6.5% |
| YTD | +72.8% | -1.0% | +73.8% | +68.8% |
| 1Y | +122.9% | +20.1% | +102.8% | +109.2% |
| 3Y | +774.3% | +37.8% | +736.5% | +653.8% |
| 5Y | +2,049.5% | -63.7% | +2,113.1% | +1,920.8% |
| All | +5,892.0% | +155.0% | +5,737.0% | +3,144.2% |
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