+1,959.9%
WEC vs FFIV
+5,965.2%
-4,005.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -0.2% | -8.1% | +8.0% | +0.1% |
| 30D | +12.3% | -33.4% | +45.7% | +13.5% |
| 3M | +8.3% | -24.7% | +33.0% | +9.0% |
| 6M | +3.5% | -8.8% | +12.3% | +3.5% |
| YTD | +12.7% | +21.8% | -9.1% | +11.8% |
| 1Y | +8.2% | +25.3% | -17.1% | +7.2% |
| 3Y | +55.9% | +101.2% | -45.3% | +51.9% |
| 5Y | +51.2% | +40.2% | +11.0% | +48.5% |
| 10Y | +177.6% | +129.0% | +48.6% | +167.9% |
| All | +1,959.9% | +5,965.2% | -4,005.2% | +2,100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling