+499.7%
FICO vs WCC
+457.1%
+42.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -0.9% | -14.7% | +13.8% | +2.9% |
| 30D | +3.3% | -20.1% | +23.4% | +8.5% |
| 3M | -31.7% | -21.2% | -10.6% | -28.5% |
| 6M | -34.0% | -19.2% | -14.8% | -32.7% |
| YTD | -58.3% | +20.2% | -78.5% | -63.0% |
| 1Y | -57.9% | +14.5% | -72.4% | -62.2% |
| 3Y | -24.1% | +115.1% | -139.2% | -47.6% |
| 5Y | +85.3% | +121.5% | -36.2% | +19.3% |
| All | +499.7% | +457.1% | +42.5% | +139.7% |
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