+948.1%
FIX vs WWD
+170.1%
+778.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +3.1% |
| 7D | -17.5% | +4.2% | -21.6% | -19.3% |
| 30D | -41.6% | -2.1% | -39.4% | -40.3% |
| 3M | -40.6% | -13.2% | -27.4% | -34.3% |
| 6M | -49.4% | -16.9% | -32.5% | -42.9% |
| YTD | +9.2% | +5.2% | +3.9% | +4.6% |
| 1Y | +6.5% | +20.6% | -14.1% | -7.4% |
| 3Y | +448.7% | +146.3% | +302.4% | +211.2% |
| All | +948.1% | +170.1% | +778.0% | +433.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling