+1,783.4%
WEC vs FFIV
+7,518.9%
-5,735.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | -1.3% | -5.1% | +3.8% | -1.2% |
| 3M | -3.9% | -4.5% | +0.5% | -3.9% |
| 6M | -8.3% | +36.5% | -44.8% | -9.2% |
| YTD | +3.1% | +53.0% | -49.9% | +1.7% |
| 1Y | +1.9% | +24.2% | -22.3% | +1.1% |
| 3Y | +41.9% | +137.2% | -95.3% | +37.8% |
| 5Y | +30.8% | +91.8% | -61.0% | +27.5% |
| 10Y | +141.9% | +215.2% | -73.3% | +131.8% |
| All | +1,783.4% | +7,518.9% | -5,735.5% | +1,901.9% |
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