+126.9%
FFIV vs WWD
+460.9%
-334.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | -33.9% | -0.4% | -33.5% | -33.9% |
| 3M | -22.6% | -6.1% | -16.5% | -21.4% |
| 6M | -10.4% | -9.5% | -0.9% | -8.5% |
| YTD | +24.3% | +10.8% | +13.5% | +18.0% |
| 1Y | +31.8% | +23.5% | +8.3% | +20.4% |
| 3Y | +99.5% | +151.3% | -51.8% | +41.3% |
| 5Y | +40.7% | +187.8% | -147.1% | -6.7% |
| 10Y | +126.9% | +461.1% | -334.2% | +18.6% |
| All | +126.9% | +460.9% | -334.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling