+5,458.3%
FFIV vs WTW
+1,174.9%
+4,283.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | -1.0% | -2.6% | +1.7% | 0.0% |
| 30D | -5.1% | -1.0% | -4.1% | -4.9% |
| 3M | -4.5% | +29.9% | -34.4% | -14.1% |
| 6M | +36.5% | +10.7% | +25.8% | +29.8% |
| YTD | +53.0% | +2.6% | +50.4% | +48.7% |
| 1Y | +24.2% | +2.8% | +21.5% | +20.8% |
| 3Y | +137.2% | +67.3% | +69.9% | +88.6% |
| 5Y | +91.8% | +56.6% | +35.1% | +55.8% |
| 10Y | +215.2% | +204.1% | +11.1% | +92.3% |
| All | +5,458.3% | +1,174.9% | +4,283.4% | +2,500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling