+49.7%
WAB vs FFIV
+23.1%
+26.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | -2.4% | -2.7% | +0.2% | -2.3% |
| 3M | +9.7% | -1.7% | +11.3% | +9.6% |
| 6M | +16.5% | +36.1% | -19.6% | +12.0% |
| YTD | +33.7% | +52.6% | -18.9% | +25.4% |
| 1Y | +49.7% | +21.5% | +28.2% | +45.9% |
| All | +49.7% | +23.1% | +26.6% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling