+88.5%
WDC vs FIX
+15.7%
+72.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -3.8% |
| 7D | +12.1% | +9.4% | +2.7% | +3.8% |
| 30D | -18.8% | -27.8% | +9.0% | +7.1% |
| 3M | -39.3% | -35.6% | -3.8% | -13.1% |
| 6M | -40.1% | -45.2% | +5.1% | +1.8% |
| YTD | +71.8% | +19.5% | +52.3% | +38.8% |
| 1Y | +88.5% | +24.2% | +64.2% | +44.5% |
| All | +88.5% | +15.7% | +72.7% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling