+2,546.2%
WAB vs FFIV
+6,100.0%
-3,553.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.8% |
| 7D | +4.0% | -2.1% | +6.1% | +4.4% |
| 30D | +4.5% | -33.8% | +38.2% | +10.9% |
| 3M | +2.3% | -20.6% | +22.9% | +5.4% |
| 6M | +12.5% | -10.2% | +22.7% | +13.3% |
| YTD | +40.2% | +24.5% | +15.7% | +33.4% |
| 1Y | +45.2% | +29.3% | +15.9% | +37.3% |
| 3Y | +171.8% | +103.8% | +68.0% | +138.3% |
| 5Y | +217.6% | +40.9% | +176.7% | +193.2% |
| 10Y | +285.3% | +126.6% | +158.7% | +228.5% |
| All | +2,546.2% | +6,100.0% | -3,553.8% | +1,264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling