+4,079.4%
FFIV vs WWD
+10,224.2%
-6,144.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.5% |
| 7D | -8.1% | +4.2% | -12.3% | -9.6% |
| 30D | -33.4% | -2.1% | -31.2% | -33.0% |
| 3M | -24.7% | -13.2% | -11.6% | -21.1% |
| 6M | -8.8% | -16.9% | +8.0% | -3.7% |
| YTD | +21.8% | +5.2% | +16.5% | +16.5% |
| 1Y | +25.3% | +20.6% | +4.7% | +13.4% |
| 3Y | +101.2% | +146.3% | -45.2% | +35.3% |
| 5Y | +40.2% | +171.3% | -131.1% | -10.9% |
| 10Y | +129.0% | +471.3% | -342.3% | -1.4% |
| All | +4,079.4% | +10,224.2% | -6,144.8% | +541.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling