+113.2%
WDC vs FFIV
+33.5%
+79.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.3% | -6.6% |
| 7D | -18.3% | -9.8% | -8.5% | -15.3% |
| 30D | -26.7% | -28.1% | +1.4% | -19.4% |
| 3M | -40.9% | -20.0% | -20.9% | -38.7% |
| 6M | -26.8% | -0.1% | -26.7% | -30.2% |
| YTD | +88.2% | +29.2% | +59.0% | +59.1% |
| 1Y | +113.2% | +36.6% | +76.6% | +79.8% |
| All | +113.2% | +33.5% | +79.7% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling