+608.2%
WDC vs FIX
+1,107.4%
-499.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.0% | +3.3% | +5.5% |
| 7D | -3.2% | +6.4% | -9.7% | -5.9% |
| 30D | -19.0% | -29.1% | +10.1% | -2.4% |
| 3M | -28.4% | -31.1% | +2.7% | -13.1% |
| 6M | -39.2% | -42.8% | +3.6% | -17.2% |
| YTD | +82.1% | +24.6% | +57.4% | +73.8% |
| 1Y | +84.7% | +21.9% | +62.7% | +78.4% |
| 3Y | +825.6% | +524.9% | +300.7% | +311.0% |
| 5Y | +608.2% | +1,092.2% | -484.1% | +108.1% |
| All | +608.2% | +1,107.4% | -499.2% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling