+16.3%
FIX vs WY
-6.3%
+22.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -3.0% |
| 7D | +17.0% | -5.4% | +22.4% | +15.3% |
| 30D | -30.6% | +7.9% | -38.4% | -29.8% |
| 3M | -35.0% | -16.6% | -18.4% | -34.4% |
| 6M | -44.0% | -11.2% | -32.8% | -43.6% |
| YTD | +21.1% | -11.3% | +32.5% | +22.8% |
| 1Y | +16.3% | -5.5% | +21.8% | +18.9% |
| All | +16.3% | -6.3% | +22.5% | +18.9% |
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