+3,553.2%
FIX vs W
+212.4%
+3,340.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +9.4% | +0.2% | +9.3% | +9.5% |
| 30D | -27.8% | +6.8% | -34.6% | -28.8% |
| 3M | -35.6% | +10.7% | -46.2% | -37.0% |
| 6M | -45.2% | +86.3% | -131.6% | -51.3% |
| YTD | +19.5% | +11.5% | +8.0% | +14.0% |
| 1Y | +24.2% | +5.1% | +19.1% | +19.4% |
| 3Y | +494.2% | +171.0% | +323.2% | +367.2% |
| 5Y | +1,036.1% | -56.6% | +1,092.8% | +934.9% |
| All | +3,553.2% | +212.4% | +3,340.8% | +1,954.5% |
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