+11,745.5%
FIX vs WU
-20.2%
+11,765.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.3% |
| 7D | -17.5% | +11.7% | -29.1% | -22.0% |
| 30D | -41.6% | +12.6% | -54.2% | -45.2% |
| 3M | -40.6% | -0.5% | -40.1% | -41.7% |
| 6M | -49.4% | -18.2% | -31.2% | -47.3% |
| YTD | +9.2% | -19.0% | +28.2% | +12.9% |
| 1Y | +6.5% | -16.7% | +23.1% | +8.3% |
| 3Y | +448.7% | -21.0% | +469.7% | +451.6% |
| 5Y | +948.7% | -41.7% | +990.4% | +1,074.6% |
| 10Y | +3,659.7% | -35.0% | +3,694.7% | +3,873.7% |
| All | +11,745.5% | -20.2% | +11,765.7% | +10,007.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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