+225.5%
FFIV vs WCC
+509.2%
-283.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | -1.5% | +8.5% | -10.0% | -3.8% |
| 30D | -2.7% | -1.0% | -1.7% | -2.5% |
| 3M | -1.7% | +2.1% | -3.8% | -2.8% |
| 6M | +36.1% | +36.8% | -0.7% | +22.8% |
| YTD | +52.6% | +47.7% | +4.9% | +34.4% |
| 1Y | +21.5% | +66.5% | -45.0% | +2.8% |
| 3Y | +142.7% | +134.2% | +8.5% | +78.0% |
| 5Y | +92.6% | +231.6% | -139.1% | +22.1% |
| 10Y | +225.5% | +508.1% | -282.6% | +58.9% |
| All | +225.5% | +509.2% | -283.7% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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