+14.5%
FIX vs W
+8.7%
+5.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.6% | +4.8% | +8.8% |
| 7D | -7.2% | +3.3% | -10.5% | -7.6% |
| 30D | -35.1% | +10.5% | -45.6% | -36.0% |
| 3M | -34.3% | +9.6% | -43.9% | -35.2% |
| 6M | -42.9% | +76.4% | -119.3% | -49.7% |
| YTD | +19.5% | +16.4% | +3.1% | +15.3% |
| All | +14.5% | +8.7% | +5.8% | +14.1% |
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