+39.3%
FFIV vs WU
-42.0%
+81.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -8.1% | +11.7% | -19.8% | -10.3% |
| 30D | -33.4% | +12.6% | -46.0% | -35.2% |
| 3M | -24.7% | -0.5% | -24.3% | -24.9% |
| 6M | -8.8% | -18.2% | +9.3% | -5.3% |
| YTD | +21.8% | -19.0% | +40.8% | +26.3% |
| 1Y | +25.3% | -16.7% | +42.0% | +28.7% |
| 3Y | +101.2% | -21.0% | +122.2% | +105.2% |
| All | +39.3% | -42.0% | +81.3% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling