+822.0%
WDC vs FIX
+529.6%
+292.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.0% | +3.3% | +5.3% |
| 7D | -3.2% | +6.4% | -9.7% | -6.1% |
| 30D | -19.0% | -29.1% | +10.1% | -1.4% |
| 3M | -28.4% | -31.1% | +2.7% | -12.2% |
| 6M | -39.2% | -42.8% | +3.6% | -15.9% |
| YTD | +82.1% | +24.6% | +57.4% | +74.9% |
| 1Y | +84.7% | +21.9% | +62.7% | +79.5% |
| All | +822.0% | +529.6% | +292.4% | +340.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling