+336.4%
WM vs FFIV
+126.1%
+210.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +1.2% | -8.1% | +9.3% | +2.6% |
| 30D | +13.1% | -33.4% | +46.5% | +20.6% |
| 3M | +3.6% | -24.7% | +28.4% | +8.0% |
| 6M | +8.1% | -8.8% | +16.9% | +8.1% |
| YTD | +8.9% | +21.8% | -12.9% | +2.2% |
| 1Y | +20.3% | +25.3% | -5.0% | +12.2% |
| 3Y | +46.2% | +101.2% | -55.0% | +20.2% |
| 5Y | +59.9% | +40.2% | +19.7% | +40.3% |
| All | +336.4% | +126.1% | +210.4% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling