+3,644.4%
FIX vs WWD
+460.9%
+3,183.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | -13.9% | +0.4% | -14.4% | -13.6% |
| 30D | -35.5% | -0.4% | -35.1% | -34.9% |
| 3M | -33.9% | -6.1% | -27.8% | -30.9% |
| 6M | -43.3% | -9.5% | -33.8% | -39.9% |
| YTD | +18.7% | +10.8% | +7.9% | +11.4% |
| 1Y | +13.8% | +23.5% | -9.8% | -0.3% |
| 3Y | +495.0% | +151.3% | +343.7% | +250.6% |
| 5Y | +1,049.0% | +187.8% | +861.2% | +511.6% |
| 10Y | +3,644.4% | +461.1% | +3,183.3% | +1,286.0% |
| All | +3,644.4% | +460.9% | +3,183.5% | +1,286.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling