+12.7%
FIX vs WWD
-10.6%
+23.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -2.7% |
| 3M | -15.9% | -3.8% | -12.0% | -15.6% |
| 6M | +12.7% | -9.9% | +22.7% | +19.4% |
| All | +12.7% | -10.6% | +23.3% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling