+14.5%
FIX vs WWD
+25.3%
-10.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +6.0% |
| 7D | -7.2% | +4.2% | -11.4% | -9.0% |
| 30D | -35.1% | -0.8% | -34.3% | -34.4% |
| 3M | -34.3% | -8.2% | -26.1% | -30.4% |
| 6M | -42.9% | -9.8% | -33.1% | -39.5% |
| YTD | +19.5% | +10.4% | +9.0% | +14.2% |
| All | +14.5% | +25.3% | -10.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling