+660.4%
WDC vs FIX
+3,723.8%
-3,063.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -16.7% | -13.9% | -2.8% | -9.9% |
| 30D | -27.2% | -35.5% | +8.3% | -8.7% |
| 3M | -34.0% | -33.9% | -0.1% | -19.0% |
| 6M | -39.7% | -43.3% | +3.6% | -18.4% |
| YTD | +68.1% | +18.7% | +49.4% | +62.0% |
| 1Y | +66.3% | +13.8% | +52.5% | +63.7% |
| 3Y | +754.4% | +495.0% | +259.5% | +264.7% |
| 5Y | +595.8% | +1,049.0% | -453.3% | +108.6% |
| 10Y | +660.4% | +3,644.4% | -2,984.0% | +43.9% |
| All | +660.4% | +3,723.8% | -3,063.4% | +43.9% |
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