+7,433.0%
FIX vs WWD
+7,614.5%
-181.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.0% | -5.6% | -9.1% |
| 7D | -27.2% | -2.6% | -24.7% | -26.2% |
| 30D | -46.9% | -7.7% | -39.2% | -44.8% |
| 3M | -44.4% | -17.7% | -26.7% | -39.4% |
| 6M | -50.9% | -15.9% | -35.0% | -47.2% |
| YTD | +3.5% | +1.8% | +1.8% | +3.1% |
| 1Y | -2.1% | +17.4% | -19.5% | -8.4% |
| 3Y | +418.7% | +137.1% | +281.6% | +270.0% |
| 5Y | +894.6% | +162.4% | +732.2% | +572.3% |
| 10Y | +3,465.5% | +452.5% | +3,013.0% | +1,662.0% |
| All | +7,433.0% | +7,614.5% | -181.5% | +1,824.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling