+528.7%
WDC vs FIX
+933.9%
-405.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.9% | -4.5% |
| 7D | -28.0% | -17.5% | -10.5% | -19.9% |
| 30D | -34.9% | -41.6% | +6.6% | -12.8% |
| 3M | -41.6% | -40.6% | -1.0% | -23.1% |
| 6M | -45.4% | -49.4% | +4.0% | -20.3% |
| YTD | +53.3% | +9.2% | +44.1% | +57.2% |
| 1Y | +61.5% | +6.5% | +55.1% | +68.0% |
| 3Y | +712.3% | +448.7% | +263.6% | +286.0% |
| All | +528.7% | +933.9% | -405.2% | +98.9% |
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 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