+770.0%
WDC vs FFIV
+95.4%
+674.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -3.8% |
| 7D | +12.1% | -0.5% | +12.6% | +12.5% |
| 30D | -18.8% | -32.4% | +13.6% | -5.3% |
| 3M | -39.3% | -25.7% | -13.6% | -32.8% |
| 6M | -40.1% | -13.5% | -26.6% | -38.3% |
| YTD | +71.8% | +21.1% | +50.7% | +49.7% |
| 1Y | +88.5% | +29.4% | +59.1% | +59.0% |
| 3Y | +770.0% | +94.9% | +675.1% | +532.5% |
| All | +770.0% | +95.4% | +674.6% | +532.5% |
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