+126.6%
FFIV vs WWD
+494.7%
-368.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +0.8% |
| 7D | -2.1% | +4.2% | -6.3% | -3.3% |
| 30D | -33.8% | -0.8% | -33.0% | -33.7% |
| 3M | -20.6% | -8.2% | -12.4% | -18.8% |
| 6M | -10.2% | -9.8% | -0.4% | -8.3% |
| YTD | +24.5% | +10.4% | +14.1% | +18.3% |
| 1Y | +29.3% | +25.5% | +3.8% | +17.5% |
| 3Y | +103.8% | +155.8% | -52.0% | +43.5% |
| 5Y | +40.9% | +187.3% | -146.4% | -6.6% |
| 10Y | +126.6% | +462.7% | -336.1% | +18.5% |
| All | +126.6% | +494.7% | -368.1% | +18.5% |
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