+5,150.0%
FFIV vs WST
+5,410.3%
-260.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -5.1% | -3.1% | -1.9% | -4.0% |
| 3M | -4.5% | +7.2% | -11.7% | -7.4% |
| 6M | +36.5% | +36.8% | -0.3% | +19.2% |
| YTD | +53.0% | +23.8% | +29.1% | +38.4% |
| 1Y | +24.2% | +37.8% | -13.6% | +7.0% |
| 3Y | +137.2% | -15.9% | +153.1% | +122.8% |
| 5Y | +91.8% | -25.8% | +117.6% | +83.6% |
| 10Y | +215.2% | +319.6% | -104.4% | +20.7% |
| All | +5,150.0% | +5,410.3% | -260.2% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling