+4.6%
FE vs WCC
+26.8%
-22.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.3% |
| 7D | -0.4% | +3.3% | -3.7% | -0.2% |
| 30D | +3.6% | -9.4% | +13.0% | +3.2% |
| 3M | +0.3% | -10.5% | +10.8% | 0.0% |
| 6M | +6.4% | -10.4% | +16.8% | +6.3% |
| YTD | +8.1% | +34.4% | -26.3% | +10.0% |
| 1Y | +4.6% | +27.7% | -23.1% | +5.8% |
| All | +4.6% | +26.8% | -22.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling