+2,105.4%
FIX vs W
-63.2%
+2,168.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | +6.0% | -4.2% | +10.2% | +6.7% |
| 30D | -7.2% | -7.6% | +0.3% | -6.1% |
| 3M | -15.9% | +37.2% | -53.0% | -21.4% |
| 6M | +12.7% | +26.3% | -13.6% | +6.1% |
| YTD | +72.8% | -1.0% | +73.8% | +68.6% |
| 1Y | +122.9% | +20.1% | +102.8% | +108.3% |
| 3Y | +774.3% | +37.8% | +736.5% | +637.6% |
| All | +2,105.4% | -63.2% | +2,168.6% | +1,998.3% |
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 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