+6.5%
FIX vs W
+10.8%
-4.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +5.6% |
| 7D | -17.5% | -3.6% | -13.9% | -17.0% |
| 30D | -41.6% | +7.0% | -48.5% | -42.1% |
| 3M | -40.6% | +7.4% | -48.0% | -41.3% |
| 6M | -49.4% | +69.3% | -118.7% | -55.0% |
| YTD | +9.2% | +11.3% | -2.1% | +5.5% |
| 1Y | +6.5% | +13.2% | -6.8% | +2.1% |
| All | +6.5% | +10.8% | -4.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling