+12,471.5%
FIX vs WY
+204.0%
+12,267.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +6.0% | -1.7% | +7.8% | +6.8% |
| 30D | -7.2% | -10.1% | +2.8% | -3.0% |
| 3M | -15.9% | -5.1% | -10.7% | -14.7% |
| 6M | +12.7% | -4.8% | +17.5% | +13.9% |
| YTD | +72.8% | -0.2% | +73.0% | +70.3% |
| 1Y | +122.9% | -6.6% | +129.5% | +124.7% |
| 3Y | +774.3% | -22.7% | +797.1% | +838.7% |
| 5Y | +2,049.5% | -22.2% | +2,071.7% | +2,184.3% |
| 10Y | +5,821.5% | +7.3% | +5,814.2% | +5,109.2% |
| All | +12,471.5% | +204.0% | +12,267.5% | +7,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling