+282.1%
WBD vs FFIV
+1,403.6%
-1,121.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | +0.5% | +9.5% | -9.0% | -2.3% |
| 30D | -1.6% | +16.2% | -17.8% | -6.3% |
| 3M | -0.9% | +28.0% | -28.9% | -8.8% |
| 6M | +19.6% | +44.1% | -24.5% | +5.6% |
| YTD | -5.9% | +38.7% | -44.6% | -15.8% |
| 1Y | +200.9% | +29.6% | +171.3% | +172.7% |
| 3Y | +101.4% | +162.2% | -60.8% | +48.4% |
| 5Y | -27.8% | +92.1% | -119.9% | -41.8% |
| 10Y | -4.1% | +251.8% | -255.9% | -36.3% |
| All | +282.1% | +1,403.6% | -1,121.5% | +60.0% |
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