+2,410.2%
WAB vs FFIV
+7,518.9%
-5,108.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -3.2% | -1.0% | -2.3% | -3.1% |
| 30D | -4.4% | -5.1% | +0.6% | -3.7% |
| 3M | +7.9% | -4.5% | +12.3% | +8.3% |
| 6M | +8.7% | +36.5% | -27.8% | +2.9% |
| YTD | +33.0% | +53.0% | -20.0% | +23.3% |
| 1Y | +46.7% | +24.2% | +22.4% | +40.2% |
| 3Y | +153.0% | +137.2% | +15.8% | +117.9% |
| 5Y | +222.3% | +91.8% | +130.5% | +185.1% |
| 10Y | +291.0% | +215.2% | +75.8% | +219.0% |
| All | +2,410.2% | +7,518.9% | -5,108.8% | +1,160.7% |
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