+246.7%
FFIV vs WY
+7.6%
+239.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +5.4% | -4.2% | +9.6% | +6.9% |
| 30D | -2.7% | -10.1% | +7.4% | +0.7% |
| 3M | +4.5% | -8.5% | +13.0% | +7.0% |
| 6M | +42.2% | -3.3% | +45.5% | +42.2% |
| YTD | +61.3% | -4.4% | +65.7% | +61.1% |
| 1Y | +23.0% | -11.5% | +34.5% | +26.2% |
| 3Y | +156.3% | -24.3% | +180.6% | +173.4% |
| 5Y | +102.9% | -21.3% | +124.2% | +113.1% |
| All | +246.7% | +7.6% | +239.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling