+5,150.0%
FFIV vs WCN
+3,509.1%
+1,640.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -1.0% | -0.6% | -0.3% | -0.7% |
| 30D | -5.1% | +0.4% | -5.5% | -5.3% |
| 3M | -4.5% | +7.3% | -11.8% | -7.3% |
| 6M | +36.5% | -2.5% | +39.0% | +36.4% |
| YTD | +53.0% | -5.4% | +58.3% | +54.6% |
| 1Y | +24.2% | -8.5% | +32.7% | +26.8% |
| 3Y | +137.2% | +20.8% | +116.4% | +117.3% |
| 5Y | +91.8% | +30.0% | +61.8% | +70.2% |
| 10Y | +215.2% | +238.4% | -23.2% | +99.9% |
| All | +5,150.0% | +3,509.1% | +1,640.9% | +1,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling