+420.4%
FIX vs WCC
+106.2%
+314.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.6% | -2.0% | -5.1% |
| 7D | -27.2% | -21.9% | -5.4% | -13.2% |
| 30D | -46.9% | -25.4% | -21.5% | -34.7% |
| 3M | -44.4% | -23.1% | -21.3% | -32.8% |
| 6M | -50.9% | -18.1% | -32.9% | -42.8% |
| YTD | +3.5% | +17.7% | -14.1% | -2.9% |
| 1Y | -2.1% | +12.4% | -14.5% | -5.5% |
| All | +420.4% | +106.2% | +314.2% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling