+4,202.7%
FFIV vs WY
+107.5%
+4,095.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.9% | -5.1% | +2.1% | -0.9% |
| 30D | -32.4% | +9.0% | -41.4% | -35.1% |
| 3M | -22.7% | -16.7% | -6.0% | -17.4% |
| 6M | -10.7% | -10.3% | -0.4% | -8.2% |
| YTD | +25.4% | -10.5% | +35.9% | +27.8% |
| 1Y | +34.2% | -5.9% | +40.1% | +33.8% |
| 3Y | +101.2% | -24.7% | +125.9% | +116.2% |
| 5Y | +42.0% | -31.5% | +73.5% | +57.7% |
| 10Y | +126.7% | +4.7% | +122.0% | +87.3% |
| All | +4,202.7% | +107.5% | +4,095.1% | +2,124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling