-42.3%
FIX vs WM
+5.9%
-48.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.6% | -16.7% | -12.6% |
| 7D | -18.9% | +5.9% | -24.8% | -11.3% |
| 30D | -36.3% | +15.4% | -51.7% | -20.3% |
| 3M | -38.5% | +6.3% | -44.9% | -31.6% |
| 6M | -42.3% | +5.6% | -47.9% | -34.8% |
| All | -42.3% | +5.9% | -48.2% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling