+3,800.0%
FIX vs WAB
+305.5%
+3,494.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.1% | +4.3% | +5.9% |
| 7D | -7.2% | +4.0% | -11.2% | -9.3% |
| 30D | -35.1% | +4.5% | -39.6% | -36.5% |
| 3M | -34.3% | +2.3% | -36.6% | -34.8% |
| 6M | -42.9% | +12.5% | -55.4% | -46.8% |
| YTD | +19.5% | +40.2% | -20.7% | -3.1% |
| 1Y | +16.8% | +45.2% | -28.4% | -7.2% |
| 3Y | +506.7% | +171.8% | +334.9% | +237.5% |
| 5Y | +1,046.7% | +217.6% | +829.1% | +475.2% |
| 10Y | +3,800.0% | +285.3% | +3,514.7% | +1,385.6% |
| All | +3,800.0% | +305.5% | +3,494.5% | +1,385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling