+425.0%
FE vs WCC
+1,591.1%
-1,166.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.3% | +14.2% | -14.5% | -1.8% |
| 30D | +3.9% | -9.8% | +13.7% | +4.8% |
| 3M | -0.1% | -10.1% | +10.0% | +0.6% |
| 6M | +6.1% | -9.4% | +15.5% | +6.3% |
| YTD | +8.1% | +34.4% | -26.4% | +2.8% |
| 1Y | +4.4% | +23.3% | -18.9% | +0.2% |
| 3Y | +49.0% | +137.9% | -88.9% | +28.2% |
| 5Y | +46.1% | +144.0% | -97.8% | +22.4% |
| 10Y | +122.6% | +442.5% | -319.9% | +57.5% |
| All | +425.0% | +1,591.1% | -1,166.1% | +203.5% |
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 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