+109.8%
FE vs WCC
+447.5%
-337.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | 0.0% | -14.7% | +14.7% | +1.5% |
| 30D | +5.2% | -20.1% | +25.2% | +7.4% |
| 3M | 0.0% | -21.2% | +21.1% | +2.1% |
| 6M | +5.0% | -19.2% | +24.2% | +6.6% |
| YTD | +7.9% | +20.2% | -12.3% | +3.8% |
| 1Y | +6.3% | +14.5% | -8.1% | +2.8% |
| 3Y | +46.0% | +115.1% | -69.1% | +25.3% |
| 5Y | +45.6% | +121.5% | -75.9% | +20.6% |
| All | +109.8% | +447.5% | -337.7% | +35.0% |
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