+39.3%
FFIV vs WCC
+117.0%
-77.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -8.1% | -14.7% | +6.6% | -4.3% |
| 30D | -33.4% | -20.1% | -13.3% | -29.5% |
| 3M | -24.7% | -21.2% | -3.6% | -20.2% |
| 6M | -8.8% | -19.2% | +10.3% | -4.7% |
| YTD | +21.8% | +20.2% | +1.6% | +12.8% |
| 1Y | +25.3% | +14.5% | +10.8% | +17.5% |
| 3Y | +101.2% | +115.1% | -14.0% | +49.2% |
| All | +39.3% | +117.0% | -77.7% | -4.1% |
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