+4.2%
WBD vs FFIV
+100.0%
-95.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -2.9% |
| 7D | -1.7% | +3.5% | -5.2% | -3.6% |
| 30D | +3.9% | -1.3% | +5.2% | +4.2% |
| 3M | +5.1% | +2.4% | +2.7% | +2.3% |
| 6M | +0.6% | +41.8% | -41.2% | -20.4% |
| YTD | -3.2% | +58.5% | -61.7% | -29.8% |
| 1Y | +127.7% | +24.3% | +103.3% | +91.4% |
| 3Y | +146.6% | +152.0% | -5.5% | +23.8% |
| 5Y | +4.2% | +99.1% | -94.9% | -42.8% |
| All | +4.2% | +100.0% | -95.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling