+336.3%
WBD vs FIX
+32,972.0%
-32,635.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -12.8% | +26.5% | +17.3% |
| 7D | +13.7% | -12.8% | +26.5% | +17.3% |
| 30D | +13.7% | -12.8% | +26.5% | +17.3% |
| 3M | +13.7% | -12.8% | +26.5% | +17.3% |
| 6M | +13.3% | +21.0% | -7.7% | +6.0% |
| YTD | +7.4% | +83.8% | -76.4% | -12.2% |
| 1Y | +63.0% | +109.8% | -46.9% | +26.2% |
| 3Y | +206.7% | +941.7% | -735.0% | +34.2% |
| 5Y | +18.4% | +2,184.8% | -2,166.5% | -60.2% |
| 10Y | +11.8% | +5,998.7% | -5,986.9% | -74.0% |
| All | +336.3% | +32,972.0% | -32,635.7% | -47.2% |
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 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