+1,567.6%
FFIV vs WPM
+5,967.5%
-4,399.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -1.0% | +1.1% | -2.0% | -1.1% |
| 30D | -5.1% | +26.4% | -31.4% | -8.0% |
| 3M | -4.5% | +20.8% | -25.3% | -7.2% |
| 6M | +36.5% | +1.1% | +35.4% | +35.0% |
| YTD | +53.0% | +32.5% | +20.5% | +45.9% |
| 1Y | +24.2% | +51.5% | -27.3% | +16.0% |
| 3Y | +137.2% | +267.0% | -129.8% | +95.6% |
| 5Y | +91.8% | +250.1% | -158.4% | +57.5% |
| 10Y | +215.2% | +540.4% | -325.2% | +130.5% |
| All | +1,567.6% | +5,967.5% | -4,399.9% | +964.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling