+92.9%
FFIV vs WCC
+216.1%
-123.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -1.5% |
| 7D | -1.0% | +4.5% | -5.4% | -2.2% |
| 30D | -5.1% | -5.8% | +0.7% | -3.6% |
| 3M | -4.5% | -3.7% | -0.8% | -4.0% |
| 6M | +36.5% | +23.1% | +13.4% | +26.7% |
| YTD | +53.0% | +44.2% | +8.8% | +35.5% |
| 1Y | +24.2% | +62.1% | -37.9% | +5.7% |
| 3Y | +137.2% | +121.1% | +16.1% | +75.4% |
| All | +92.9% | +216.1% | -123.1% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling