+8,419.6%
FIX vs WM
+1,034.0%
+7,385.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.6% | -16.7% | -15.7% |
| 7D | -18.9% | +5.9% | -24.8% | -20.8% |
| 30D | -36.3% | +15.4% | -51.7% | -40.0% |
| 3M | -38.5% | +6.3% | -44.9% | -40.5% |
| 6M | -42.3% | +5.6% | -47.9% | -44.6% |
| YTD | +17.1% | +9.9% | +7.2% | +10.1% |
| 1Y | +14.4% | +20.8% | -6.4% | +3.4% |
| 3Y | +486.7% | +48.5% | +438.2% | +382.5% |
| 5Y | +1,083.7% | +60.6% | +1,023.2% | +837.6% |
| 10Y | +3,932.4% | +349.8% | +3,582.7% | +2,169.2% |
| All | +8,419.6% | +1,034.0% | +7,385.5% | +3,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling