+289.9%
WAB vs FFIV
+239.4%
+50.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.9% |
| 7D | +0.2% | +3.5% | -3.2% | -1.1% |
| 30D | -4.6% | -1.3% | -3.2% | -4.3% |
| 3M | +5.6% | +2.4% | +3.3% | +3.7% |
| 6M | +13.8% | +41.8% | -28.0% | -3.0% |
| YTD | +31.9% | +58.5% | -26.7% | +6.3% |
| 1Y | +48.3% | +24.3% | +23.9% | +31.7% |
| 3Y | +167.1% | +152.0% | +15.1% | +71.6% |
| 5Y | +222.9% | +99.1% | +123.8% | +123.0% |
| 10Y | +289.9% | +242.8% | +47.2% | +106.1% |
| All | +289.9% | +239.4% | +50.5% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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