-58.5%
FICO vs WCC
+22.3%
-80.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | 0.0% |
| 7D | +2.2% | +9.9% | -7.7% | +4.6% |
| 30D | +0.1% | -8.4% | +8.5% | -1.6% |
| 3M | -35.2% | -10.3% | -24.8% | -36.2% |
| 6M | -32.4% | -10.5% | -21.9% | -31.1% |
| YTD | -57.4% | +32.2% | -89.6% | -56.4% |
| 1Y | -58.5% | +25.5% | -84.1% | -57.2% |
| All | -58.5% | +22.3% | -80.9% | -57.2% |
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 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