+99.5%
FFIV vs WSM
+271.0%
-171.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.2% | +3.1% | -7.3% | -4.7% |
| 30D | -33.9% | +8.5% | -42.4% | -34.9% |
| 3M | -22.6% | +4.6% | -27.2% | -23.4% |
| 6M | -10.4% | +44.5% | -54.9% | -17.0% |
| YTD | +24.3% | +48.4% | -24.1% | +14.3% |
| 1Y | +31.8% | +36.2% | -4.4% | +23.2% |
| 3Y | +99.5% | +268.8% | -169.3% | +63.2% |
| All | +99.5% | +271.0% | -171.5% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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