+40.7%
FFIV vs WY
-32.7%
+73.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.7% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | -33.9% | +8.0% | -41.9% | -36.0% |
| 3M | -22.6% | -17.7% | -4.9% | -17.2% |
| 6M | -10.4% | -10.8% | +0.4% | -7.9% |
| YTD | +24.3% | -10.6% | +34.9% | +26.0% |
| 1Y | +31.8% | -5.7% | +37.5% | +30.1% |
| 3Y | +99.5% | -24.8% | +124.3% | +112.7% |
| 5Y | +40.7% | -31.7% | +72.5% | +59.3% |
| All | +40.7% | -32.7% | +73.5% | +59.3% |
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