+12,471.5%
FIX vs WAB
+3,446.6%
+9,024.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +6.0% | -3.2% | +9.2% | +7.6% |
| 30D | -7.2% | -4.4% | -2.8% | -5.2% |
| 3M | -15.9% | +7.9% | -23.7% | -18.7% |
| 6M | +12.7% | +8.7% | +4.0% | +9.2% |
| YTD | +72.8% | +33.0% | +39.8% | +52.5% |
| 1Y | +122.9% | +46.7% | +76.2% | +88.5% |
| 3Y | +774.3% | +153.0% | +621.3% | +490.7% |
| 5Y | +2,049.5% | +222.3% | +1,827.2% | +1,204.1% |
| 10Y | +5,821.5% | +291.0% | +5,530.5% | +3,044.1% |
| All | +12,471.5% | +3,446.6% | +9,024.8% | +2,995.1% |
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