+1,340.8%
FFIV vs WU
-19.6%
+1,360.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -1.0% | -0.8% | -0.1% | -0.7% |
| 30D | -5.1% | -1.1% | -4.0% | -4.8% |
| 3M | -4.5% | -3.9% | -0.6% | -4.9% |
| 6M | +36.5% | -20.7% | +57.1% | +45.8% |
| YTD | +53.0% | -18.4% | +71.3% | +61.2% |
| 1Y | +24.2% | -8.1% | +32.3% | +23.6% |
| 3Y | +137.2% | -24.2% | +161.4% | +148.3% |
| 5Y | +91.8% | -50.4% | +142.2% | +134.4% |
| 10Y | +215.2% | -40.0% | +255.2% | +236.9% |
| All | +1,340.8% | -19.6% | +1,360.4% | +1,108.8% |
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 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