+1,083.7%
FIX vs WM
+61.7%
+1,022.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.6% | -16.7% | -15.1% |
| 7D | -18.9% | +5.9% | -24.8% | -19.1% |
| 30D | -36.3% | +15.4% | -51.7% | -37.1% |
| 3M | -38.5% | +6.3% | -44.9% | -38.7% |
| 6M | -42.3% | +5.6% | -47.9% | -42.7% |
| YTD | +17.1% | +9.9% | +7.2% | +14.3% |
| 1Y | +14.4% | +20.8% | -6.4% | +7.9% |
| 3Y | +486.7% | +48.5% | +438.2% | +393.6% |
| 5Y | +1,083.7% | +60.6% | +1,023.2% | +833.4% |
| All | +1,083.7% | +61.7% | +1,022.0% | +833.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling