+32.0%
FFIV vs WWD
+25.3%
+6.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.4% |
| 7D | -2.1% | +4.2% | -6.3% | -2.7% |
| 30D | -33.8% | -0.8% | -33.0% | -33.7% |
| 3M | -20.6% | -8.2% | -12.4% | -19.9% |
| 6M | -10.2% | -9.8% | -0.4% | -9.4% |
| YTD | +24.5% | +10.4% | +14.1% | +22.1% |
| All | +32.0% | +25.3% | +6.7% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling