+3,601.2%
FIX vs WWD
+442.7%
+3,158.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.7% |
| 7D | +16.9% | +8.2% | +8.7% | +11.8% |
| 30D | -30.6% | -0.2% | -30.5% | -30.0% |
| 3M | -35.1% | -8.4% | -26.7% | -31.1% |
| 6M | -44.0% | -9.5% | -34.5% | -40.6% |
| YTD | +21.0% | +10.1% | +11.0% | +14.1% |
| 1Y | +16.2% | +21.6% | -5.4% | +2.8% |
| 3Y | +506.9% | +149.6% | +357.3% | +259.2% |
| 5Y | +1,051.1% | +191.3% | +859.8% | +509.3% |
| All | +3,601.2% | +442.7% | +3,158.5% | +1,285.4% |
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