+3,800.0%
FIX vs WWD
+494.7%
+3,305.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +6.4% |
| 7D | -7.2% | +4.2% | -11.4% | -8.8% |
| 30D | -35.1% | -0.8% | -34.3% | -34.3% |
| 3M | -34.3% | -8.2% | -26.1% | -30.3% |
| 6M | -42.9% | -9.8% | -33.1% | -39.4% |
| YTD | +19.5% | +10.4% | +9.0% | +12.3% |
| 1Y | +16.8% | +25.5% | -8.7% | +1.4% |
| 3Y | +506.7% | +155.8% | +350.9% | +254.1% |
| 5Y | +1,046.7% | +187.3% | +859.4% | +510.9% |
| 10Y | +3,800.0% | +462.7% | +3,337.3% | +1,359.2% |
| All | +3,800.0% | +494.7% | +3,305.3% | +1,359.2% |
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 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