+298.2%
WBD vs FIX
+30,988.7%
-30,690.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -1.8% | +6.0% | -7.8% | -3.4% |
| 30D | +8.8% | -7.2% | +16.0% | +10.6% |
| 3M | +4.6% | -15.9% | +20.5% | +8.0% |
| 6M | +1.1% | +12.7% | -11.7% | -5.3% |
| YTD | -2.0% | +72.8% | -74.8% | -19.5% |
| 1Y | +140.0% | +122.9% | +17.1% | +80.2% |
| 3Y | +144.4% | +774.3% | -629.9% | +11.3% |
| 5Y | -0.2% | +2,049.5% | -2,049.7% | -66.3% |
| 10Y | +9.1% | +5,821.5% | -5,812.3% | -74.8% |
| All | +298.2% | +30,988.7% | -30,690.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling