+3,459.3%
FIX vs WM
+348.7%
+3,110.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.7% | -12.2% |
| 7D | -27.2% | +4.5% | -31.7% | -29.2% |
| 30D | -46.9% | +16.1% | -63.0% | -51.8% |
| 3M | -44.4% | +8.0% | -52.5% | -47.5% |
| 6M | -50.9% | +8.4% | -59.3% | -54.8% |
| YTD | +3.5% | +11.2% | -7.7% | -7.3% |
| 1Y | -2.1% | +22.3% | -24.4% | -18.5% |
| 3Y | +418.7% | +50.2% | +368.5% | +249.3% |
| 5Y | +894.6% | +63.3% | +831.3% | +503.1% |
| All | +3,459.3% | +348.7% | +3,110.6% | +872.1% |
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