+99.5%
FFIV vs WST
+23.5%
+76.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -4.2% | +1.4% | -5.5% | -4.3% |
| 30D | -33.9% | +12.7% | -46.6% | -34.6% |
| 3M | -22.6% | +17.2% | -39.8% | -23.8% |
| 6M | -10.4% | +26.7% | -37.0% | -12.5% |
| YTD | +24.3% | +50.3% | -26.0% | +18.8% |
| 1Y | +31.8% | +50.2% | -18.4% | +25.9% |
| 3Y | +99.5% | +21.7% | +77.8% | +80.0% |
| All | +99.5% | +23.5% | +76.0% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling