+141.1%
WEC vs FFIV
+224.0%
-82.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.8% | -1.5% | +2.4% | +0.9% |
| 30D | +0.3% | -2.7% | +3.0% | +0.5% |
| 3M | -2.9% | -1.7% | -1.3% | -3.0% |
| 6M | -5.9% | +36.1% | -42.0% | -9.0% |
| YTD | +4.1% | +52.6% | -48.5% | -0.7% |
| 1Y | +3.1% | +21.5% | -18.4% | +0.6% |
| 3Y | +40.8% | +142.7% | -101.9% | +24.9% |
| 5Y | +31.7% | +92.6% | -60.9% | +18.3% |
| 10Y | +141.1% | +225.5% | -84.4% | +99.3% |
| All | +141.1% | +224.0% | -82.9% | +99.3% |
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