+992.6%
WDC vs FFIV
+92.2%
+900.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.3% |
| 7D | +6.0% | -1.5% | +7.5% | +7.0% |
| 30D | +9.9% | -2.7% | +12.6% | +11.2% |
| 3M | -9.4% | -1.7% | -7.7% | -8.7% |
| 6M | +94.7% | +36.1% | +58.6% | +60.9% |
| YTD | +177.4% | +52.6% | +124.7% | +112.5% |
| 1Y | +412.6% | +21.5% | +391.1% | +343.5% |
| 3Y | +1,359.8% | +142.7% | +1,217.1% | +687.4% |
| 5Y | +992.6% | +92.6% | +900.0% | +540.5% |
| All | +992.6% | +92.2% | +900.4% | +540.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling