+39.8%
WBD vs FIX
+78.1%
-38.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -15.0% | +28.7% | +12.2% |
| 7D | +13.8% | -15.0% | +28.7% | +12.2% |
| 30D | +13.8% | -15.0% | +28.7% | +12.2% |
| 3M | +13.8% | -15.0% | +28.7% | +12.2% |
| 6M | +13.3% | +21.0% | -7.7% | +10.1% |
| YTD | +7.4% | +83.8% | -76.4% | +3.3% |
| All | +39.8% | +78.1% | -38.3% | +36.2% |
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 · Available span rolling