+5,831.7%
FIX vs WAB
+288.1%
+5,543.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | +6.0% | -3.2% | +9.2% | +8.3% |
| 30D | -7.2% | -4.4% | -2.8% | -4.3% |
| 3M | -15.9% | +7.9% | -23.7% | -20.0% |
| 6M | +12.7% | +8.7% | +4.0% | +7.3% |
| YTD | +72.8% | +33.0% | +39.8% | +44.4% |
| 1Y | +122.9% | +46.7% | +76.2% | +75.3% |
| 3Y | +774.3% | +153.0% | +621.3% | +406.5% |
| 5Y | +2,049.5% | +222.3% | +1,827.2% | +973.4% |
| All | +5,831.7% | +288.1% | +5,543.6% | +2,211.8% |
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