+419.0%
FE vs WCC
+1,412.6%
-993.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.7% |
| 7D | -1.0% | -14.7% | +13.7% | +0.6% |
| 30D | +4.1% | -20.1% | +24.2% | +6.5% |
| 3M | -1.0% | -21.2% | +20.1% | +1.2% |
| 6M | +4.0% | -19.2% | +23.2% | +5.6% |
| YTD | +6.8% | +20.2% | -13.4% | +2.9% |
| 1Y | +5.3% | +14.5% | -9.2% | +1.9% |
| 3Y | +44.6% | +115.1% | -70.6% | +25.9% |
| 5Y | +44.2% | +121.5% | -77.3% | +22.1% |
| 10Y | +107.3% | +468.1% | -360.8% | +45.7% |
| All | +419.0% | +1,412.6% | -993.5% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling