+679.5%
WM vs FFIV
+6,333.6%
-5,654.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +5.9% | -9.8% | +15.7% | +6.7% |
| 30D | +15.4% | -28.1% | +43.5% | +18.2% |
| 3M | +6.3% | -20.0% | +26.4% | +7.9% |
| 6M | +5.6% | -0.1% | +5.7% | +5.1% |
| YTD | +9.9% | +29.2% | -19.2% | +7.0% |
| 1Y | +20.8% | +36.6% | -15.8% | +17.0% |
| 3Y | +48.5% | +114.0% | -65.5% | +38.0% |
| 5Y | +60.6% | +48.1% | +12.5% | +52.7% |
| 10Y | +349.8% | +142.9% | +206.9% | +307.7% |
| All | +679.5% | +6,333.6% | -5,654.1% | +432.4% |
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