+46.3%
FE vs WCC
+117.0%
-70.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.5% |
| 7D | -1.0% | -14.7% | +13.7% | -0.3% |
| 30D | +4.1% | -20.1% | +24.2% | +5.2% |
| 3M | -1.0% | -21.2% | +20.1% | 0.0% |
| 6M | +4.0% | -19.2% | +23.2% | +4.7% |
| YTD | +6.8% | +20.2% | -13.4% | +4.5% |
| 1Y | +5.3% | +14.5% | -9.2% | +3.3% |
| 3Y | +44.6% | +115.1% | -70.6% | +30.3% |
| All | +46.3% | +117.0% | -70.6% | +31.1% |
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