+242.8%
FFIV vs WWD
+479.8%
-237.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.3% | +4.0% |
| 7D | +3.5% | +0.6% | +2.8% | +3.2% |
| 30D | -1.3% | -5.1% | +3.8% | +0.2% |
| 3M | +2.4% | -11.2% | +13.6% | +5.4% |
| 6M | +41.8% | -12.0% | +53.8% | +45.4% |
| YTD | +58.5% | +12.0% | +46.5% | +50.3% |
| 1Y | +24.3% | +42.8% | -18.5% | +8.8% |
| 3Y | +152.0% | +168.9% | -16.9% | +74.9% |
| 5Y | +99.1% | +192.2% | -93.1% | +31.5% |
| 10Y | +242.8% | +495.3% | -252.5% | +78.4% |
| All | +242.8% | +479.8% | -237.0% | +78.4% |
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