+242.8%
FFIV vs WCN
+235.4%
+7.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.0% | +4.3% |
| 7D | +3.5% | -1.7% | +5.2% | +4.2% |
| 30D | -1.3% | -3.0% | +1.7% | -0.1% |
| 3M | +2.4% | +2.5% | -0.2% | +0.5% |
| 6M | +41.8% | -5.7% | +47.5% | +43.9% |
| YTD | +58.5% | -7.4% | +66.0% | +62.2% |
| 1Y | +24.3% | -8.6% | +33.0% | +27.8% |
| 3Y | +152.0% | +19.4% | +132.6% | +123.0% |
| 5Y | +99.1% | +27.2% | +71.9% | +68.2% |
| 10Y | +242.8% | +238.5% | +4.2% | +129.5% |
| All | +242.8% | +235.4% | +7.3% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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