+185.7%
WEC vs FFIV
+132.4%
+53.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +12.9% | -33.8% | +46.7% | +16.5% |
| 3M | +9.8% | -20.6% | +30.4% | +11.3% |
| 6M | +6.7% | -10.2% | +17.0% | +6.8% |
| YTD | +14.0% | +24.5% | -10.5% | +9.9% |
| 1Y | +7.3% | +29.3% | -22.0% | +3.1% |
| 3Y | +63.8% | +103.8% | -40.0% | +46.1% |
| 5Y | +54.8% | +40.9% | +13.9% | +42.3% |
| 10Y | +185.7% | +126.6% | +59.1% | +135.3% |
| All | +185.7% | +132.4% | +53.3% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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