+2,105.4%
FIX vs WWD
+198.3%
+1,907.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +6.0% | +1.3% | +4.7% | +5.1% |
| 30D | -7.2% | -7.2% | -0.1% | -2.6% |
| 3M | -15.9% | -3.8% | -12.0% | -14.6% |
| 6M | +12.7% | -9.9% | +22.7% | +19.6% |
| YTD | +72.8% | +14.8% | +58.0% | +55.0% |
| 1Y | +122.9% | +42.1% | +80.8% | +72.3% |
| 3Y | +774.3% | +170.8% | +603.5% | +359.8% |
| All | +2,105.4% | +198.3% | +1,907.2% | +960.9% |
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