+1,049.0%
FIX vs W
-54.7%
+1,103.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.1% |
| 7D | -13.9% | +1.1% | -15.0% | -14.3% |
| 30D | -35.5% | +6.4% | -42.0% | -36.4% |
| 3M | -33.9% | +9.0% | -42.9% | -35.3% |
| 6M | -43.3% | +69.8% | -113.1% | -49.3% |
| YTD | +18.7% | +12.1% | +6.6% | +12.8% |
| 1Y | +13.8% | 0.0% | +13.7% | +10.0% |
| 3Y | +495.0% | +160.3% | +334.6% | +362.6% |
| 5Y | +1,049.0% | -53.3% | +1,102.3% | +912.8% |
| All | +1,049.0% | -54.7% | +1,103.7% | +912.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling