+1,255.2%
FFIV vs WPM
+5,248.7%
-3,993.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | +0.5% |
| 7D | -4.2% | +16.4% | -20.5% | -6.1% |
| 30D | -33.9% | -1.5% | -32.4% | -33.9% |
| 3M | -22.6% | +2.6% | -25.2% | -23.2% |
| 6M | -10.4% | -1.3% | -9.0% | -11.0% |
| YTD | +24.3% | +16.8% | +7.5% | +20.1% |
| 1Y | +31.8% | +34.1% | -2.3% | +25.1% |
| 3Y | +99.5% | +225.1% | -125.6% | +66.9% |
| 5Y | +40.7% | +234.5% | -193.7% | +16.1% |
| 10Y | +126.9% | +674.1% | -547.2% | +62.0% |
| All | +1,255.2% | +5,248.7% | -3,993.6% | +777.0% |
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