+122.9%
FIX vs WY
-5.4%
+128.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -2.6% | +8.7% | +6.0% |
| 30D | -7.2% | -10.9% | +3.7% | -7.2% |
| 3M | -15.9% | -6.0% | -9.8% | -15.6% |
| 6M | +12.7% | -5.6% | +18.4% | +12.2% |
| YTD | +72.8% | -1.1% | +73.9% | +73.3% |
| 1Y | +122.9% | -7.5% | +130.4% | +133.3% |
| All | +122.9% | -5.4% | +128.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling