+46.0%
FE vs WCC
+139.9%
-93.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.2% |
| 7D | +1.2% | +9.9% | -8.7% | +0.8% |
| 30D | +4.5% | -8.4% | +13.0% | +4.8% |
| 3M | +1.3% | -10.3% | +11.7% | +1.7% |
| 6M | +8.7% | -10.5% | +19.1% | +8.9% |
| YTD | +9.2% | +32.2% | -23.0% | +6.3% |
| 1Y | +7.0% | +25.5% | -18.6% | +4.5% |
| 3Y | +51.4% | +134.7% | -83.3% | +35.9% |
| All | +46.0% | +139.9% | -93.9% | +30.5% |
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