+117.8%
FFIV vs WST
+456.5%
-338.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | -0.5% | +4.2% | -4.8% | -1.5% |
| 30D | -32.4% | +11.2% | -43.6% | -34.1% |
| 3M | -25.7% | +20.4% | -46.1% | -28.9% |
| 6M | -13.5% | +37.9% | -51.4% | -20.1% |
| YTD | +21.1% | +51.8% | -30.7% | +8.7% |
| 1Y | +29.4% | +56.6% | -27.2% | +15.2% |
| 3Y | +94.9% | +24.2% | +70.7% | +71.2% |
| 5Y | +34.7% | +0.7% | +34.1% | +22.7% |
| All | +117.8% | +456.5% | -338.8% | +17.7% |
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