+682.0%
WDC vs FIX
+3,615.9%
-2,933.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.8% |
| 7D | +16.3% | +17.0% | -0.7% | +7.1% |
| 30D | -18.3% | -30.6% | +12.3% | -1.3% |
| 3M | -31.4% | -35.0% | +3.6% | -15.1% |
| 6M | -36.3% | -44.0% | +7.7% | -13.4% |
| YTD | +80.8% | +21.1% | +59.7% | +72.6% |
| 1Y | +87.7% | +16.3% | +71.4% | +82.9% |
| 3Y | +819.4% | +507.4% | +312.0% | +288.9% |
| 5Y | +583.2% | +1,052.1% | -468.9% | +104.7% |
| All | +682.0% | +3,615.9% | -2,933.9% | +47.7% |
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