+4,172.3%
FFIV vs WCC
+1,599.3%
+2,573.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | -0.2% |
| 7D | -2.1% | -5.7% | +3.6% | -0.7% |
| 30D | -33.8% | -13.5% | -20.3% | -31.3% |
| 3M | -20.6% | -12.9% | -7.7% | -18.0% |
| 6M | -10.2% | -10.7% | +0.4% | -8.6% |
| YTD | +24.5% | +30.0% | -5.5% | +12.2% |
| 1Y | +29.3% | +24.7% | +4.6% | +17.7% |
| 3Y | +103.8% | +136.6% | -32.8% | +45.9% |
| 5Y | +40.9% | +143.9% | -103.0% | -4.7% |
| 10Y | +126.6% | +465.9% | -339.3% | +6.0% |
| All | +4,172.3% | +1,599.3% | +2,573.0% | +1,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling