+99.1%
FFIV vs WY
-20.4%
+119.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +3.5% | -1.7% | +5.2% | +4.1% |
| 30D | -1.3% | -9.9% | +8.5% | +2.4% |
| 3M | +2.4% | -7.5% | +9.9% | +4.7% |
| 6M | +41.8% | -5.1% | +47.0% | +42.6% |
| YTD | +58.5% | -2.1% | +60.6% | +56.2% |
| 1Y | +24.3% | -7.3% | +31.7% | +25.5% |
| 3Y | +152.0% | -22.6% | +174.7% | +169.9% |
| 5Y | +99.1% | -19.8% | +118.9% | +115.8% |
| All | +99.1% | -20.4% | +119.5% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling