+10,133.3%
WDC vs FFIV
+7,518.9%
+2,614.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | -10.0% | -5.1% | -4.9% | -8.8% |
| 3M | -18.8% | -4.5% | -14.3% | -17.6% |
| 6M | +79.0% | +36.5% | +42.6% | +63.8% |
| YTD | +171.6% | +53.0% | +118.6% | +140.2% |
| 1Y | +417.4% | +24.2% | +393.2% | +381.7% |
| 3Y | +1,251.8% | +137.2% | +1,114.6% | +950.1% |
| 5Y | +911.7% | +91.8% | +819.9% | +736.1% |
| 10Y | +1,399.6% | +215.2% | +1,184.5% | +992.6% |
| All | +10,133.3% | +7,518.9% | +2,614.4% | +3,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling