+5,892.0%
FIX vs WM
+306.5%
+5,585.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | -7.2% | -2.4% | -4.9% | -6.1% |
| 3M | -15.9% | +0.4% | -16.3% | -17.9% |
| 6M | +12.7% | -9.5% | +22.2% | +16.8% |
| YTD | +72.8% | +0.5% | +72.3% | +66.0% |
| 1Y | +122.9% | -1.1% | +124.0% | +114.5% |
| 3Y | +774.3% | +46.0% | +728.3% | +491.4% |
| 5Y | +2,049.5% | +51.8% | +1,997.7% | +1,261.2% |
| All | +5,892.0% | +306.5% | +5,585.5% | +1,627.6% |
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