-57.9%
FICO vs WCC
+13.7%
-71.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | +0.2% |
| 7D | -0.9% | -14.7% | +13.8% | -4.7% |
| 30D | +3.3% | -20.1% | +23.4% | -1.6% |
| 3M | -31.7% | -21.2% | -10.6% | -34.9% |
| 6M | -34.0% | -19.2% | -14.8% | -34.3% |
| YTD | -58.3% | +20.2% | -78.5% | -58.2% |
| 1Y | -57.9% | +14.5% | -72.4% | -57.7% |
| All | -57.9% | +13.7% | -71.6% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling