+49.8%
FE vs WCC
+138.4%
-88.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | +14.2% | -14.5% | -0.2% |
| 30D | +3.9% | -9.8% | +13.7% | +3.8% |
| 3M | -0.1% | -10.1% | +10.0% | -0.1% |
| 6M | +6.1% | -9.4% | +15.5% | +6.1% |
| YTD | +8.1% | +34.4% | -26.4% | +7.6% |
| 1Y | +4.4% | +23.3% | -18.9% | +4.1% |
| All | +49.8% | +138.4% | -88.6% | +35.3% |
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