+420.4%
FIX vs W
+126.8%
+293.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.2% | -3.3% | -9.9% |
| 7D | -27.2% | -5.6% | -21.6% | -26.6% |
| 30D | -46.9% | +7.5% | -54.4% | -48.0% |
| 3M | -44.4% | +5.4% | -49.8% | -45.5% |
| 6M | -50.9% | +79.4% | -130.3% | -58.4% |
| YTD | +3.5% | +12.9% | -9.4% | -3.3% |
| 1Y | -2.1% | +12.4% | -14.5% | -8.8% |
| All | +420.4% | +126.8% | +293.6% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling