+24.2%
FIX vs WSM
+34.6%
-10.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.9% |
| 7D | +9.4% | 0.0% | +9.4% | +9.5% |
| 30D | -27.8% | +5.1% | -32.9% | -29.3% |
| 3M | -35.6% | +5.1% | -40.7% | -37.0% |
| 6M | -45.2% | +48.6% | -93.8% | -55.3% |
| YTD | +19.5% | +44.2% | -24.7% | -0.5% |
| 1Y | +24.2% | +38.1% | -13.9% | +4.5% |
| All | +24.2% | +34.6% | -10.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling