+7,433.0%
FIX vs WAB
+3,391.7%
+4,041.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.6% | -6.0% | -8.9% |
| 7D | -27.2% | -2.5% | -24.8% | -26.2% |
| 30D | -46.9% | -4.4% | -42.6% | -45.5% |
| 3M | -44.4% | -5.9% | -38.5% | -42.5% |
| 6M | -50.9% | +5.9% | -56.9% | -51.9% |
| YTD | +3.5% | +30.9% | -27.4% | -7.5% |
| 1Y | -2.1% | +35.8% | -37.9% | -13.9% |
| 3Y | +418.7% | +154.0% | +264.7% | +252.1% |
| 5Y | +894.6% | +203.9% | +690.7% | +521.2% |
| 10Y | +3,465.5% | +286.7% | +3,178.8% | +1,815.6% |
| All | +7,433.0% | +3,391.7% | +4,041.3% | +1,777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling