+217.6%
WAB vs FFIV
+42.4%
+175.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | +4.0% | -2.1% | +6.1% | +4.7% |
| 30D | +4.5% | -33.8% | +38.2% | +17.1% |
| 3M | +2.3% | -20.6% | +22.9% | +7.5% |
| 6M | +12.5% | -10.2% | +22.7% | +12.2% |
| YTD | +40.2% | +24.5% | +15.7% | +21.5% |
| 1Y | +45.2% | +29.3% | +15.9% | +23.8% |
| 3Y | +171.8% | +103.8% | +68.0% | +86.5% |
| 5Y | +217.6% | +40.9% | +176.7% | +134.0% |
| All | +217.6% | +42.4% | +175.2% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling