+1,257.0%
FFIV vs WPM
+5,535.3%
-4,278.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.5% |
| 7D | -2.1% | +20.8% | -22.9% | -4.5% |
| 30D | -33.8% | +3.8% | -37.6% | -34.2% |
| 3M | -20.6% | +7.4% | -28.0% | -21.6% |
| 6M | -10.2% | +4.0% | -14.2% | -11.4% |
| YTD | +24.5% | +23.0% | +1.5% | +19.5% |
| 1Y | +29.3% | +45.9% | -16.6% | +21.4% |
| 3Y | +103.8% | +242.9% | -139.1% | +69.4% |
| 5Y | +40.9% | +259.5% | -218.6% | +15.2% |
| 10Y | +126.6% | +577.7% | -451.1% | +64.4% |
| All | +1,257.0% | +5,535.3% | -4,278.3% | +772.7% |
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