+13.8%
FIX vs WY
-6.9%
+20.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.3% |
| 7D | -13.9% | +0.2% | -14.1% | -13.6% |
| 30D | -35.5% | +8.0% | -43.6% | -34.6% |
| 3M | -33.9% | -17.7% | -16.3% | -33.2% |
| 6M | -43.3% | -10.8% | -32.5% | -42.9% |
| YTD | +18.7% | -10.6% | +29.3% | +20.6% |
| 1Y | +13.8% | -5.7% | +19.5% | +16.4% |
| All | +13.8% | -6.9% | +20.7% | +16.4% |
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