+3,653.2%
FIX vs WWD
+461.1%
+3,192.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +3.4% |
| 7D | -17.5% | +4.2% | -21.6% | -19.1% |
| 30D | -41.6% | -2.1% | -39.4% | -40.4% |
| 3M | -40.6% | -13.2% | -27.4% | -34.9% |
| 6M | -49.4% | -16.9% | -32.5% | -43.6% |
| YTD | +9.2% | +5.2% | +3.9% | +5.5% |
| 1Y | +6.5% | +20.6% | -14.1% | -5.5% |
| 3Y | +448.7% | +146.3% | +302.4% | +227.0% |
| 5Y | +948.7% | +171.3% | +777.4% | +476.5% |
| All | +3,653.2% | +461.1% | +3,192.1% | +1,228.0% |
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