-10.7%
FFIV vs WCN
+26.1%
-36.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.0% |
| 7D | -2.9% | +0.4% | -3.4% | -2.9% |
| 30D | -32.4% | +25.3% | -57.7% | -27.4% |
| 3M | -22.7% | +15.4% | -38.1% | -19.3% |
| 6M | -10.7% | +27.8% | -38.5% | -6.7% |
| All | -10.7% | +26.1% | -36.8% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling