+1,330.5%
WDC vs FFIV
+140.3%
+1,190.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.1% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -10.0% | -5.1% | -4.9% | -7.9% |
| 3M | -18.8% | -4.5% | -14.3% | -16.8% |
| 6M | +79.0% | +36.5% | +42.6% | +54.1% |
| YTD | +171.6% | +53.0% | +118.6% | +120.5% |
| 1Y | +417.4% | +24.2% | +393.2% | +357.6% |
| All | +1,330.5% | +140.3% | +1,190.2% | +905.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling