+14.4%
FIX vs WWD
+27.2%
-12.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.9% | -13.2% | -13.9% |
| 7D | -18.9% | +7.3% | -26.2% | -22.2% |
| 30D | -36.3% | -2.0% | -34.3% | -35.2% |
| 3M | -38.5% | -12.6% | -25.9% | -33.2% |
| 6M | -42.3% | -8.4% | -33.8% | -39.6% |
| YTD | +17.1% | +8.2% | +8.9% | +12.8% |
| 1Y | +14.4% | +26.5% | -12.1% | +4.2% |
| All | +14.4% | +27.2% | -12.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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