+4,166.4%
FFIV vs WSM
+5,752.2%
-1,585.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.2% | +3.1% | -7.3% | -5.1% |
| 30D | -33.9% | +8.5% | -42.4% | -35.6% |
| 3M | -22.6% | +4.6% | -27.2% | -23.9% |
| 6M | -10.4% | +44.5% | -54.9% | -20.8% |
| YTD | +24.3% | +48.4% | -24.1% | +8.4% |
| 1Y | +31.8% | +36.2% | -4.4% | +17.9% |
| 3Y | +99.5% | +268.8% | -169.3% | +22.7% |
| 5Y | +40.7% | +185.2% | -144.5% | -10.4% |
| 10Y | +126.9% | +1,175.8% | -1,048.9% | -22.7% |
| All | +4,166.4% | +5,752.2% | -1,585.9% | +423.9% |
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