+101.2%
FFIV vs WCC
+110.7%
-9.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -8.1% | -14.7% | +6.6% | -4.5% |
| 30D | -33.4% | -20.1% | -13.3% | -29.7% |
| 3M | -24.7% | -21.2% | -3.6% | -20.5% |
| 6M | -8.8% | -19.2% | +10.3% | -4.9% |
| YTD | +21.8% | +20.2% | +1.6% | +13.3% |
| 1Y | +25.3% | +14.5% | +10.8% | +17.9% |
| 3Y | +101.2% | +115.1% | -14.0% | +45.6% |
| All | +101.2% | +110.7% | -9.5% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling