+142.7%
FFIV vs WY
-23.0%
+165.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -1.5% | -2.1% | +0.5% | -1.1% |
| 30D | -2.7% | -10.5% | +7.8% | -0.3% |
| 3M | -1.7% | -4.9% | +3.2% | -1.1% |
| 6M | +36.1% | -4.9% | +41.0% | +36.4% |
| YTD | +52.6% | -1.7% | +54.3% | +50.5% |
| 1Y | +21.5% | -9.4% | +30.9% | +22.9% |
| 3Y | +142.7% | -22.3% | +165.0% | +148.6% |
| All | +142.7% | -23.0% | +165.7% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling