+5,993.3%
FIX vs WWD
+476.2%
+5,517.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.6% |
| 7D | +6.1% | +0.8% | +5.3% | +5.5% |
| 30D | -2.7% | -6.4% | +3.8% | +1.2% |
| 3M | -10.9% | -5.6% | -5.3% | -8.7% |
| 6M | +29.0% | -9.1% | +38.1% | +35.5% |
| YTD | +76.9% | +12.5% | +64.4% | +63.1% |
| 1Y | +130.7% | +41.3% | +89.4% | +85.4% |
| 3Y | +790.7% | +170.2% | +620.4% | +399.7% |
| 5Y | +2,185.6% | +192.5% | +1,993.1% | +1,094.9% |
| 10Y | +5,993.3% | +476.9% | +5,516.4% | +1,964.0% |
| All | +5,993.3% | +476.2% | +5,517.1% | +1,964.0% |
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