+103.8%
FFIV vs WCN
+47.6%
+56.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | -33.8% | +24.6% | -58.4% | -35.9% |
| 3M | -20.6% | +14.2% | -34.8% | -22.0% |
| 6M | -10.2% | +25.7% | -35.9% | -14.3% |
| YTD | +24.5% | +9.3% | +15.2% | +23.8% |
| 1Y | +29.3% | +15.3% | +14.0% | +26.6% |
| 3Y | +103.8% | +48.6% | +55.2% | +81.5% |
| All | +103.8% | +47.6% | +56.2% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling