+1,422.9%
FANG vs WCC
+545.4%
+877.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.1% |
| 7D | -0.4% | +6.8% | -7.2% | -3.5% |
| 30D | +2.4% | -3.0% | +5.4% | +3.4% |
| 3M | +4.9% | +0.2% | +4.7% | +2.5% |
| 6M | +12.0% | +33.2% | -21.1% | -7.0% |
| YTD | +37.1% | +45.8% | -8.7% | +7.5% |
| 1Y | +52.3% | +68.4% | -16.1% | +9.5% |
| 3Y | +45.0% | +131.1% | -86.2% | -21.1% |
| 5Y | +231.0% | +225.6% | +5.4% | +30.8% |
| 10Y | +177.5% | +534.2% | -356.7% | -38.3% |
| All | +1,422.9% | +545.4% | +877.5% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling