+140.0%
WBD vs FFIV
+25.9%
+114.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.8% | -1.0% | -0.9% | -1.7% |
| 30D | +8.8% | -5.1% | +13.8% | +9.2% |
| 3M | +4.6% | -4.5% | +9.1% | +4.9% |
| 6M | +1.1% | +36.5% | -35.4% | -1.6% |
| YTD | -2.0% | +53.0% | -54.9% | -5.9% |
| 1Y | +140.0% | +24.2% | +115.8% | +143.9% |
| All | +140.0% | +25.9% | +114.1% | +143.9% |
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