+122.9%
FIX vs WM
-0.9%
+123.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +0.9% |
| 7D | +6.0% | -0.3% | +6.3% | +5.8% |
| 30D | -7.2% | -2.4% | -4.9% | -9.0% |
| 3M | -15.9% | +0.4% | -16.3% | -15.1% |
| 6M | +12.7% | -9.5% | +22.2% | +9.5% |
| YTD | +72.8% | +0.5% | +72.3% | +77.5% |
| 1Y | +122.9% | -1.1% | +124.0% | +140.8% |
| All | +122.9% | -0.9% | +123.8% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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