+3,759.0%
FIX vs WWD
+468.3%
+3,290.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.2% |
| 7D | +6.4% | +3.7% | +2.7% | +4.6% |
| 30D | -29.1% | +1.8% | -30.9% | -29.3% |
| 3M | -31.1% | -5.0% | -26.2% | -28.5% |
| 6M | -42.8% | -8.4% | -34.4% | -39.8% |
| YTD | +24.6% | +12.3% | +12.4% | +16.1% |
| 1Y | +21.9% | +26.2% | -4.3% | +5.5% |
| 3Y | +524.9% | +154.6% | +370.3% | +265.5% |
| 5Y | +1,092.2% | +195.3% | +897.0% | +525.6% |
| 10Y | +3,759.0% | +466.3% | +3,292.7% | +1,317.4% |
| All | +3,759.0% | +468.3% | +3,290.7% | +1,317.4% |
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