+5,150.0%
FFIV vs WSM
+4,973.2%
+176.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.1% |
| 7D | -1.0% | -3.3% | +2.3% | 0.0% |
| 30D | -5.1% | -8.4% | +3.3% | -2.6% |
| 3M | -4.5% | +9.7% | -14.1% | -7.6% |
| 6M | +36.5% | +16.7% | +19.8% | +28.8% |
| YTD | +53.0% | +28.7% | +24.3% | +39.8% |
| 1Y | +24.2% | +13.7% | +10.6% | +17.5% |
| 3Y | +137.2% | +230.1% | -92.9% | +50.5% |
| 5Y | +91.8% | +179.0% | -87.2% | +22.9% |
| 10Y | +215.2% | +1,002.5% | -787.4% | +12.4% |
| All | +5,150.0% | +4,973.2% | +176.8% | +575.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling