+948.1%
FIX vs WY
-34.0%
+982.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.5% | +6.4% |
| 7D | -17.5% | +3.1% | -20.6% | -18.8% |
| 30D | -41.6% | +13.0% | -54.5% | -44.7% |
| 3M | -40.6% | -16.8% | -23.8% | -36.8% |
| 6M | -49.4% | -11.2% | -38.2% | -48.0% |
| YTD | +9.2% | -9.1% | +18.3% | +10.3% |
| 1Y | +6.5% | -4.8% | +11.2% | +4.8% |
| 3Y | +448.7% | -25.3% | +474.0% | +489.3% |
| All | +948.1% | -34.0% | +982.0% | +1,080.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling