+96.3%
FFIV vs WTW
+42.3%
+54.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | +1.6% | -7.8% | +9.4% | +4.5% |
| 30D | -3.7% | -7.9% | +4.1% | -1.1% |
| 3M | +2.0% | +19.9% | -18.0% | -6.0% |
| 6M | +39.3% | +9.8% | +29.5% | +32.3% |
| YTD | +56.1% | -3.3% | +59.5% | +55.7% |
| 1Y | +22.0% | -3.3% | +25.3% | +21.7% |
| 3Y | +148.2% | +61.5% | +86.7% | +84.7% |
| 5Y | +96.3% | +42.6% | +53.7% | +48.2% |
| All | +96.3% | +42.3% | +54.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling