+1,080.8%
FFIV vs WU
-22.0%
+1,102.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.0% |
| 7D | -2.9% | +2.1% | -5.1% | -4.0% |
| 30D | -32.4% | +10.1% | -42.6% | -35.3% |
| 3M | -22.7% | -1.1% | -21.6% | -23.3% |
| 6M | -10.7% | -19.8% | +9.1% | -5.6% |
| YTD | +25.4% | -20.8% | +46.1% | +32.3% |
| 1Y | +34.2% | -15.1% | +49.3% | +37.5% |
| 3Y | +101.2% | -23.2% | +124.4% | +108.3% |
| 5Y | +42.0% | -42.6% | +84.6% | +61.7% |
| 10Y | +126.7% | -38.9% | +165.6% | +137.9% |
| All | +1,080.8% | -22.0% | +1,102.8% | +892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling