+167.6%
WBD vs FFIV
+126.3%
+41.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.3% |
| 7D | +0.5% | +9.5% | -9.0% | -3.8% |
| 30D | -1.6% | +16.2% | -17.8% | -8.8% |
| 3M | -0.9% | +28.0% | -28.9% | -13.2% |
| 6M | +19.6% | +44.1% | -24.5% | -3.2% |
| YTD | -5.9% | +38.7% | -44.6% | -21.9% |
| 1Y | +200.9% | +29.6% | +171.3% | +149.4% |
| All | +167.6% | +126.3% | +41.3% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling