+10.8%
WBD vs FIX
+5,976.4%
-5,965.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.1% |
| 7D | -0.7% | +6.1% | -6.8% | -2.2% |
| 30D | +5.0% | -2.7% | +7.7% | +5.3% |
| 3M | +6.2% | -10.9% | +17.2% | +7.8% |
| 6M | +0.6% | +29.0% | -28.4% | -8.8% |
| YTD | -2.4% | +76.9% | -79.3% | -19.9% |
| 1Y | +127.7% | +130.7% | -3.1% | +70.3% |
| 3Y | +148.4% | +790.7% | -642.3% | +9.6% |
| 5Y | +4.2% | +2,185.6% | -2,181.3% | -67.7% |
| 10Y | +10.8% | +5,993.3% | -5,982.5% | -74.1% |
| All | +10.8% | +5,976.4% | -5,965.6% | -74.1% |
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