+49.0%
FE vs WCC
+216.1%
-167.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -0.8% |
| 7D | +1.9% | +4.5% | -2.5% | +1.7% |
| 30D | -1.2% | -5.8% | +4.6% | -0.9% |
| 3M | +3.5% | -3.7% | +7.1% | +3.6% |
| 6M | -6.1% | +23.1% | -29.1% | -7.6% |
| YTD | +7.6% | +44.2% | -36.5% | +4.5% |
| 1Y | +11.9% | +62.1% | -50.2% | +7.5% |
| 3Y | +48.4% | +121.1% | -72.7% | +35.2% |
| All | +49.0% | +216.1% | -167.1% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling