+92.6%
FFIV vs WU
-51.1%
+143.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -2.7% | -1.1% | -1.5% | -2.5% |
| 3M | -1.7% | -1.8% | +0.2% | -2.7% |
| 6M | +36.1% | -23.9% | +60.0% | +44.1% |
| YTD | +52.6% | -20.4% | +73.0% | +59.2% |
| 1Y | +21.5% | -10.6% | +32.1% | +21.8% |
| 3Y | +142.7% | -27.7% | +170.4% | +154.2% |
| 5Y | +92.6% | -51.1% | +143.7% | +126.3% |
| All | +92.6% | -51.1% | +143.7% | +126.3% |
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