+2,593.2%
WAB vs FFIV
+6,091.4%
-3,498.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | -4.2% | +8.2% | +4.8% |
| 30D | +6.3% | -33.9% | +40.2% | +12.9% |
| 3M | +3.3% | -22.6% | +25.9% | +6.8% |
| 6M | +14.5% | -10.4% | +24.8% | +15.4% |
| YTD | +42.7% | +24.3% | +18.4% | +35.8% |
| 1Y | +45.2% | +31.8% | +13.4% | +36.9% |
| 3Y | +173.8% | +99.5% | +74.3% | +140.8% |
| 5Y | +223.8% | +40.7% | +183.0% | +198.9% |
| 10Y | +280.5% | +126.9% | +153.6% | +224.3% |
| All | +2,593.2% | +6,091.4% | -3,498.2% | +1,289.1% |
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 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