+117.8%
FFIV vs WY
+5.0%
+112.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -32.4% | +10.1% | -42.5% | -34.8% |
| 3M | -25.7% | -15.4% | -10.3% | -22.0% |
| 6M | -13.5% | -8.3% | -5.2% | -12.2% |
| YTD | +21.1% | -9.8% | +30.9% | +22.7% |
| 1Y | +29.4% | -3.9% | +33.3% | +28.1% |
| 3Y | +94.9% | -23.3% | +118.2% | +105.8% |
| 5Y | +34.7% | -31.2% | +65.9% | +47.4% |
| All | +117.8% | +5.0% | +112.8% | +101.7% |
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