+7,843.3%
FIX vs WY
+177.0%
+7,666.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.5% | +6.7% |
| 7D | -17.5% | +3.1% | -20.6% | -19.2% |
| 30D | -41.6% | +13.0% | -54.5% | -45.3% |
| 3M | -40.6% | -16.8% | -23.8% | -36.8% |
| 6M | -49.4% | -11.2% | -38.2% | -48.1% |
| YTD | +9.2% | -9.1% | +18.3% | +10.2% |
| 1Y | +6.5% | -4.8% | +11.2% | +4.8% |
| 3Y | +448.7% | -25.3% | +474.0% | +488.3% |
| 5Y | +948.7% | -33.2% | +981.9% | +1,072.5% |
| 10Y | +3,659.7% | +6.6% | +3,653.1% | +3,184.0% |
| All | +7,843.3% | +177.0% | +7,666.3% | +4,518.4% |
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 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