+46.7%
FE vs WCC
+106.2%
-59.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | -0.2% |
| 7D | +0.6% | -21.9% | +22.5% | +0.5% |
| 30D | +6.4% | -25.4% | +31.8% | +6.3% |
| 3M | -0.5% | -23.1% | +22.6% | -0.5% |
| 6M | +4.7% | -18.1% | +22.8% | +4.7% |
| YTD | +8.4% | +17.7% | -9.3% | +7.8% |
| 1Y | +7.2% | +12.4% | -5.1% | +6.7% |
| All | +46.7% | +106.2% | -59.5% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling