+64.7%
WEC vs FFIV
+95.4%
-30.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +0.8% |
| 7D | +2.3% | -0.5% | +2.9% | +2.3% |
| 30D | +11.1% | -32.4% | +43.5% | +10.1% |
| 3M | +8.4% | -25.7% | +34.1% | +7.8% |
| 6M | +7.5% | -13.5% | +21.0% | +7.1% |
| YTD | +15.3% | +21.1% | -5.8% | +15.1% |
| 1Y | +9.7% | +29.4% | -19.7% | +9.4% |
| 3Y | +64.7% | +94.9% | -30.2% | +61.3% |
| All | +64.7% | +95.4% | -30.7% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling