+1,027.6%
FIX vs WWD
+187.3%
+840.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | +4.0% | +5.5% | +6.8% |
| 30D | -27.8% | +0.4% | -28.2% | -27.4% |
| 3M | -35.6% | -7.9% | -27.6% | -31.4% |
| 6M | -45.2% | -10.6% | -34.6% | -41.1% |
| YTD | +19.5% | +9.4% | +10.1% | +11.7% |
| 1Y | +24.2% | +25.7% | -1.5% | +5.0% |
| 3Y | +494.2% | +148.5% | +345.6% | +233.6% |
| All | +1,027.6% | +187.3% | +840.3% | +455.2% |
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