+1,047.0%
FFIV vs WU
-20.2%
+1,067.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -8.1% | +11.7% | -19.8% | -12.2% |
| 30D | -33.4% | +12.6% | -46.0% | -36.8% |
| 3M | -24.7% | -0.5% | -24.3% | -25.4% |
| 6M | -8.8% | -18.2% | +9.3% | -4.4% |
| YTD | +21.8% | -19.0% | +40.8% | +27.5% |
| 1Y | +25.3% | -16.7% | +42.0% | +29.5% |
| 3Y | +101.2% | -21.0% | +122.2% | +106.1% |
| 5Y | +40.2% | -41.7% | +81.9% | +58.8% |
| 10Y | +129.0% | -35.0% | +164.0% | +134.1% |
| All | +1,047.0% | -20.2% | +1,067.2% | +856.2% |
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 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