+36.6%
FFIV vs WST
+47.3%
-10.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.5% |
| 7D | -9.8% | +1.3% | -11.1% | -9.9% |
| 30D | -28.1% | +8.5% | -36.6% | -28.9% |
| 3M | -20.0% | +17.2% | -37.2% | -21.8% |
| 6M | -0.1% | +36.3% | -36.3% | -5.1% |
| YTD | +29.2% | +48.9% | -19.7% | +19.5% |
| 1Y | +36.6% | +42.9% | -6.3% | +27.8% |
| All | +36.6% | +47.3% | -10.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling