-0.9%
WBD vs FFIV
+57.5%
-58.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.6% |
| 7D | +0.5% | +9.5% | -9.0% | -5.0% |
| 30D | -1.6% | +16.2% | -17.8% | -10.7% |
| 3M | -0.9% | +28.0% | -28.9% | -16.3% |
| 6M | +19.6% | +44.1% | -24.5% | -7.8% |
| YTD | -5.9% | +38.7% | -44.6% | -25.4% |
| 1Y | +200.9% | +29.6% | +171.3% | +141.7% |
| 3Y | +101.4% | +162.2% | -60.8% | -5.3% |
| All | -0.9% | +57.5% | -58.4% | -40.2% |
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