+5,150.0%
FFIV vs WWD
+11,164.8%
-6,014.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.0% | +1.3% | -2.2% | -1.4% |
| 30D | -5.1% | -7.2% | +2.1% | -2.6% |
| 3M | -4.5% | -3.8% | -0.6% | -3.8% |
| 6M | +36.5% | -9.9% | +46.4% | +39.4% |
| YTD | +53.0% | +14.8% | +38.1% | +42.2% |
| 1Y | +24.2% | +42.1% | -17.9% | +6.1% |
| 3Y | +137.2% | +170.8% | -33.6% | +54.4% |
| 5Y | +91.8% | +197.5% | -105.7% | +17.9% |
| 10Y | +215.2% | +477.8% | -262.6% | +35.7% |
| All | +5,150.0% | +11,164.8% | -6,014.8% | +682.6% |
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