+13.8%
FIX vs WCC
+23.4%
-9.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -13.9% | -9.9% | -4.0% | -4.6% |
| 30D | -35.5% | -13.4% | -22.1% | -25.9% |
| 3M | -33.9% | -13.5% | -20.5% | -24.0% |
| 6M | -43.3% | -10.6% | -32.7% | -36.6% |
| YTD | +18.7% | +30.1% | -11.4% | -5.9% |
| 1Y | +13.8% | +22.3% | -8.6% | -4.0% |
| All | +13.8% | +23.4% | -9.6% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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