+63.3%
WM vs FFIV
+39.3%
+24.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.6% | +1.8% |
| 7D | +4.5% | -14.2% | +18.7% | +6.2% |
| 30D | +16.1% | -33.6% | +49.7% | +21.2% |
| 3M | +8.0% | -24.2% | +32.2% | +11.0% |
| 6M | +8.4% | -8.3% | +16.7% | +8.1% |
| YTD | +11.2% | +22.1% | -10.9% | +5.8% |
| 1Y | +22.3% | +26.5% | -4.2% | +15.7% |
| 3Y | +50.2% | +102.3% | -52.1% | +28.3% |
| 5Y | +63.3% | +40.6% | +22.7% | +42.7% |
| All | +63.3% | +39.3% | +24.0% | +42.7% |
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 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