+12,471.5%
FIX vs WM
+936.7%
+11,534.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | -7.2% | -2.4% | -4.9% | -6.5% |
| 3M | -15.9% | +0.4% | -16.3% | -16.9% |
| 6M | +12.7% | -9.5% | +22.2% | +15.2% |
| YTD | +72.8% | +0.5% | +72.3% | +69.3% |
| 1Y | +122.9% | -1.1% | +124.0% | +118.6% |
| 3Y | +774.3% | +46.0% | +728.3% | +627.1% |
| 5Y | +2,049.5% | +51.8% | +1,997.7% | +1,652.9% |
| 10Y | +5,821.5% | +307.5% | +5,513.9% | +3,384.7% |
| All | +12,471.5% | +936.7% | +11,534.8% | +4,810.2% |
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