+298.2%
WBD vs FFIV
+1,558.4%
-1,260.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -1.0% | -0.9% | -1.6% |
| 30D | +8.8% | -5.1% | +13.8% | +10.3% |
| 3M | +4.6% | -4.5% | +9.1% | +5.5% |
| 6M | +1.1% | +36.5% | -35.4% | -9.2% |
| YTD | -2.0% | +53.0% | -54.9% | -15.5% |
| 1Y | +140.0% | +24.2% | +115.8% | +119.5% |
| 3Y | +144.4% | +137.2% | +7.2% | +84.2% |
| 5Y | -0.2% | +91.8% | -92.0% | -20.1% |
| 10Y | +9.1% | +215.2% | -206.1% | -26.2% |
| All | +298.2% | +1,558.4% | -1,260.2% | +60.7% |
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