+126.7%
FFIV vs WU
-37.2%
+163.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.7% |
| 7D | -2.9% | +2.1% | -5.1% | -3.7% |
| 30D | -32.4% | +10.1% | -42.6% | -34.6% |
| 3M | -22.7% | -1.1% | -21.6% | -23.0% |
| 6M | -10.7% | -19.8% | +9.1% | -6.4% |
| YTD | +25.4% | -20.8% | +46.1% | +31.3% |
| 1Y | +34.2% | -15.1% | +49.3% | +37.1% |
| 3Y | +101.2% | -23.2% | +124.4% | +107.5% |
| 5Y | +42.0% | -42.6% | +84.6% | +59.8% |
| 10Y | +126.7% | -38.9% | +165.6% | +129.2% |
| All | +126.7% | -37.2% | +163.9% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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