+126.9%
FFIV vs WCN
+300.6%
-173.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -4.2% | +2.6% | -6.8% | -5.2% |
| 30D | -33.9% | +25.3% | -59.2% | -40.0% |
| 3M | -22.6% | +15.2% | -37.8% | -27.4% |
| 6M | -10.4% | +26.4% | -36.8% | -19.8% |
| YTD | +24.3% | +9.9% | +14.4% | +18.0% |
| 1Y | +31.8% | +16.2% | +15.6% | +21.8% |
| 3Y | +99.5% | +49.4% | +50.1% | +59.4% |
| 5Y | +40.7% | +46.2% | -5.4% | +12.0% |
| 10Y | +126.9% | +305.7% | -178.8% | +33.3% |
| All | +126.9% | +300.6% | -173.7% | +33.3% |
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