+602.8%
FICO vs WCC
+471.3%
+131.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.9% | -20.6% | -17.7% |
| 7D | -19.2% | +4.5% | -23.7% | -20.3% |
| 30D | -14.6% | -5.8% | -8.8% | -13.6% |
| 3M | -20.1% | -3.7% | -16.4% | -21.0% |
| 6M | -36.3% | +23.1% | -59.4% | -42.4% |
| YTD | -44.9% | +44.2% | -89.0% | -52.8% |
| 1Y | -38.6% | +62.1% | -100.7% | -49.8% |
| 3Y | +4.0% | +121.1% | -117.1% | -27.4% |
| 5Y | +99.5% | +214.0% | -114.4% | +16.4% |
| All | +602.8% | +471.3% | +131.5% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling