+712.3%
WDC vs FFIV
+102.2%
+610.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -28.0% | -8.1% | -19.8% | -24.8% |
| 30D | -34.9% | -33.4% | -1.5% | -23.7% |
| 3M | -41.6% | -24.7% | -16.8% | -35.9% |
| 6M | -45.4% | -8.8% | -36.5% | -45.1% |
| YTD | +53.3% | +21.8% | +31.5% | +33.0% |
| 1Y | +61.5% | +25.3% | +36.2% | +38.1% |
| 3Y | +712.3% | +101.2% | +611.2% | +487.6% |
| All | +712.3% | +102.2% | +610.2% | +487.6% |
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