+6,245.7%
WDC vs FFIV
+6,100.0%
+145.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.6% | +9.2% |
| 7D | -14.4% | -2.1% | -12.3% | -13.6% |
| 30D | -27.1% | -33.8% | +6.7% | -18.4% |
| 3M | -33.3% | -20.6% | -12.6% | -29.4% |
| 6M | -39.6% | -10.2% | -29.3% | -38.2% |
| YTD | +68.4% | +24.5% | +43.9% | +56.7% |
| 1Y | +78.2% | +29.3% | +48.9% | +63.8% |
| 3Y | +772.0% | +103.8% | +668.2% | +602.2% |
| 5Y | +584.9% | +40.9% | +544.0% | +512.3% |
| 10Y | +653.4% | +126.6% | +526.8% | +496.2% |
| All | +6,245.7% | +6,100.0% | +145.7% | +2,163.0% |
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