-23.8%
FICO vs WCC
+106.2%
-130.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +1.6% |
| 7D | -0.3% | -21.9% | +21.6% | +1.5% |
| 30D | +1.7% | -25.4% | +27.1% | +4.0% |
| 3M | -35.2% | -23.1% | -12.1% | -34.0% |
| 6M | -33.7% | -18.1% | -15.6% | -33.3% |
| YTD | -58.2% | +17.7% | -75.8% | -61.6% |
| 1Y | -56.6% | +12.4% | -69.0% | -59.7% |
| All | -23.8% | +106.2% | -130.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling