+3,553.2%
FIX vs WWD
+439.4%
+3,113.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | +4.0% | +5.5% | +7.1% |
| 30D | -27.8% | +0.4% | -28.2% | -27.4% |
| 3M | -35.6% | -7.9% | -27.6% | -31.8% |
| 6M | -45.2% | -10.6% | -34.6% | -41.5% |
| YTD | +19.5% | +9.4% | +10.1% | +13.1% |
| 1Y | +24.2% | +25.7% | -1.5% | +7.7% |
| 3Y | +494.2% | +148.5% | +345.6% | +252.6% |
| 5Y | +1,036.1% | +189.5% | +846.6% | +503.6% |
| All | +3,553.2% | +439.4% | +3,113.8% | +1,272.6% |
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