+126.7%
FFIV vs WST
+452.9%
-326.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -32.4% | +12.4% | -44.8% | -34.3% |
| 3M | -22.7% | +17.6% | -40.3% | -25.6% |
| 6M | -10.7% | +28.3% | -38.9% | -16.1% |
| YTD | +25.4% | +50.5% | -25.1% | +12.8% |
| 1Y | +34.2% | +49.4% | -15.2% | +20.8% |
| 3Y | +101.2% | +21.9% | +79.3% | +77.8% |
| 5Y | +42.0% | +0.4% | +41.6% | +29.3% |
| 10Y | +126.7% | +451.5% | -324.8% | +23.4% |
| All | +126.7% | +452.9% | -326.1% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling