+3,644.4%
FIX vs WM
+329.9%
+3,314.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -13.9% | +1.2% | -15.1% | -14.7% |
| 30D | -35.5% | +13.7% | -49.2% | -40.8% |
| 3M | -33.9% | +5.2% | -39.2% | -36.7% |
| 6M | -43.3% | +11.2% | -54.5% | -48.7% |
| YTD | +18.7% | +9.4% | +9.2% | +7.1% |
| 1Y | +13.8% | +20.4% | -6.6% | -4.5% |
| 3Y | +495.0% | +44.7% | +450.3% | +311.4% |
| 5Y | +1,049.0% | +58.5% | +990.6% | +612.6% |
| 10Y | +3,644.4% | +326.4% | +3,318.1% | +1,005.5% |
| All | +3,644.4% | +329.9% | +3,314.6% | +1,005.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling