+448.7%
FIX vs WAB
+157.8%
+290.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +3.5% |
| 7D | -17.5% | +1.4% | -18.9% | -18.5% |
| 30D | -41.6% | +0.4% | -42.0% | -41.4% |
| 3M | -40.6% | -3.8% | -36.7% | -37.6% |
| 6M | -49.4% | +5.1% | -54.4% | -51.7% |
| YTD | +9.2% | +33.3% | -24.1% | -19.0% |
| 1Y | +6.5% | +39.8% | -33.4% | -24.7% |
| 3Y | +448.7% | +161.1% | +287.7% | +101.8% |
| All | +448.7% | +157.8% | +290.9% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling