+37.8%
FFIV vs WPM
+247.1%
-209.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.7% |
| 7D | -8.1% | +16.9% | -25.1% | -10.3% |
| 30D | -33.4% | +2.0% | -35.3% | -33.7% |
| 3M | -24.7% | +8.9% | -33.7% | -26.1% |
| 6M | -8.8% | +1.6% | -10.4% | -9.9% |
| YTD | +21.8% | +16.5% | +5.3% | +16.7% |
| 1Y | +25.3% | +42.2% | -16.9% | +15.9% |
| 3Y | +101.2% | +213.3% | -112.2% | +52.5% |
| All | +37.8% | +247.1% | -209.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling