+18,647.1%
FIX vs WU
-19.6%
+18,666.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | -0.8% | +6.9% | +6.3% |
| 30D | -7.2% | -1.1% | -6.1% | -7.1% |
| 3M | -15.9% | -3.9% | -12.0% | -16.8% |
| 6M | +12.7% | -20.7% | +33.4% | +20.9% |
| YTD | +72.8% | -18.4% | +91.2% | +81.1% |
| 1Y | +122.9% | -8.1% | +131.0% | +119.9% |
| 3Y | +774.3% | -24.2% | +798.5% | +805.4% |
| 5Y | +2,049.5% | -50.4% | +2,099.9% | +2,552.9% |
| 10Y | +5,821.5% | -40.0% | +5,861.5% | +6,500.6% |
| All | +18,647.1% | -19.6% | +18,666.7% | +16,115.8% |
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