+18.9%
WBD vs FIX
+5,823.1%
-5,804.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +79.7% | -43.2% | +9.2% |
| 7D | +36.5% | +79.7% | -43.2% | +9.2% |
| 30D | +36.5% | +79.7% | -43.2% | +9.2% |
| 3M | +36.5% | +79.7% | -43.2% | +9.2% |
| 6M | +36.5% | +79.7% | -43.2% | +9.2% |
| YTD | +36.5% | +79.7% | -43.2% | +9.2% |
| 1Y | +63.0% | +109.8% | -46.9% | +23.3% |
| 3Y | +206.7% | +941.7% | -735.0% | +24.2% |
| 5Y | +18.4% | +2,184.8% | -2,166.5% | -64.9% |
| All | +18.9% | +5,823.1% | -5,804.2% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling