+140.0%
WBD vs FIX
+128.3%
+11.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -1.8% | +6.0% | -7.8% | -2.1% |
| 30D | +8.8% | -7.2% | +16.0% | +9.1% |
| 3M | +4.6% | -15.9% | +20.5% | +5.4% |
| 6M | +1.1% | +12.7% | -11.7% | +0.2% |
| YTD | -2.0% | +72.8% | -74.8% | -5.1% |
| 1Y | +140.0% | +122.9% | +17.1% | +120.9% |
| All | +140.0% | +128.3% | +11.8% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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