+181.9%
FANG vs WCC
+541.6%
-359.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.9% |
| 7D | +2.9% | +1.5% | +1.4% | +2.0% |
| 30D | +2.6% | -2.1% | +4.7% | +3.0% |
| 3M | +7.6% | +3.8% | +3.8% | +3.5% |
| 6M | +17.3% | +35.0% | -17.7% | -3.4% |
| YTD | +38.7% | +46.4% | -7.7% | +8.4% |
| 1Y | +51.6% | +63.0% | -11.3% | +10.7% |
| 3Y | +50.0% | +133.9% | -84.0% | -19.5% |
| 5Y | +237.6% | +226.5% | +11.0% | +29.8% |
| All | +181.9% | +541.6% | -359.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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