+24.2%
FIX vs WAB
+42.5%
-18.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.4% |
| 7D | +9.4% | +5.1% | +4.4% | +3.7% |
| 30D | -27.8% | +4.0% | -31.8% | -30.3% |
| 3M | -35.6% | +0.1% | -35.6% | -35.3% |
| 6M | -45.2% | +12.8% | -58.0% | -51.3% |
| YTD | +19.5% | +40.1% | -20.6% | -11.6% |
| 1Y | +24.2% | +46.4% | -22.1% | -12.0% |
| All | +24.2% | +42.5% | -18.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling