+1,309.1%
WDC vs FFIV
+239.4%
+1,069.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | -1.4% |
| 7D | +7.5% | +3.5% | +4.0% | +5.1% |
| 30D | +10.1% | -1.3% | +11.4% | +10.4% |
| 3M | -6.8% | +2.4% | -9.2% | -8.6% |
| 6M | +84.1% | +41.8% | +42.3% | +46.0% |
| YTD | +180.3% | +58.5% | +121.7% | +105.3% |
| 1Y | +411.1% | +24.3% | +386.7% | +329.6% |
| 3Y | +1,375.0% | +152.0% | +1,223.0% | +655.7% |
| 5Y | +991.6% | +99.1% | +892.4% | +540.9% |
| 10Y | +1,309.1% | +242.8% | +1,066.3% | +456.3% |
| All | +1,309.1% | +239.4% | +1,069.7% | +456.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling