+653.4%
WDC vs FIX
+4,032.2%
-3,378.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.4% | +0.4% | +4.9% |
| 7D | -14.4% | -7.2% | -7.2% | -11.0% |
| 30D | -27.1% | -35.1% | +8.1% | -8.9% |
| 3M | -33.3% | -34.3% | +1.0% | -17.9% |
| 6M | -39.6% | -42.9% | +3.3% | -18.6% |
| YTD | +68.4% | +19.5% | +48.9% | +61.7% |
| 1Y | +78.2% | +16.8% | +61.4% | +73.4% |
| 3Y | +772.0% | +506.7% | +265.3% | +269.3% |
| 5Y | +584.9% | +1,046.7% | -461.8% | +105.9% |
| 10Y | +653.4% | +3,800.0% | -3,146.5% | +45.5% |
| All | +653.4% | +4,032.2% | -3,378.7% | +45.5% |
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 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