+506.7%
FIX vs W
+151.3%
+355.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.6% | +4.8% | +8.5% |
| 7D | -7.2% | +3.3% | -10.5% | -8.2% |
| 30D | -35.1% | +10.5% | -45.6% | -36.7% |
| 3M | -34.3% | +9.6% | -43.9% | -36.1% |
| 6M | -42.9% | +76.4% | -119.3% | -51.4% |
| YTD | +19.5% | +16.4% | +3.1% | +10.9% |
| 1Y | +16.8% | +9.3% | +7.4% | +9.7% |
| 3Y | +506.7% | +172.8% | +333.9% | +315.3% |
| All | +506.7% | +151.3% | +355.4% | +315.3% |
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