+7,626.5%
FIX vs W
+214.9%
+7,411.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.2% | -3.3% | -10.4% |
| 7D | -27.2% | -5.6% | -21.6% | -26.8% |
| 30D | -46.9% | +7.5% | -54.4% | -47.7% |
| 3M | -44.4% | +5.4% | -49.8% | -45.2% |
| 6M | -50.9% | +79.4% | -130.3% | -55.8% |
| YTD | +3.5% | +12.9% | -9.4% | -1.0% |
| 1Y | -2.1% | +12.4% | -14.5% | -6.6% |
| 3Y | +418.7% | +128.5% | +290.2% | +324.1% |
| 5Y | +894.6% | -54.0% | +948.5% | +799.6% |
| 10Y | +3,465.5% | +248.8% | +3,216.7% | +2,107.2% |
| All | +7,626.5% | +214.9% | +7,411.6% | +4,715.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling