+101.2%
FFIV vs WWD
+145.1%
-43.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.9% |
| 7D | -8.1% | +4.2% | -12.3% | -8.8% |
| 30D | -33.4% | -2.1% | -31.2% | -33.1% |
| 3M | -24.7% | -13.2% | -11.6% | -23.1% |
| 6M | -8.8% | -16.9% | +8.0% | -6.5% |
| YTD | +21.8% | +5.2% | +16.5% | +19.3% |
| 1Y | +25.3% | +20.6% | +4.7% | +19.5% |
| 3Y | +101.2% | +146.3% | -45.2% | +72.5% |
| All | +101.2% | +145.1% | -43.9% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling