+77.7%
FICO vs WCC
+112.3%
-34.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +2.5% |
| 7D | -0.3% | -21.9% | +21.6% | +3.7% |
| 30D | +1.7% | -25.4% | +27.1% | +6.4% |
| 3M | -35.2% | -23.1% | -12.1% | -32.8% |
| 6M | -33.7% | -18.1% | -15.6% | -33.0% |
| YTD | -58.2% | +17.7% | -75.8% | -62.0% |
| 1Y | -56.6% | +12.4% | -69.0% | -60.2% |
| 3Y | -24.0% | +105.9% | -129.8% | -44.7% |
| All | +77.7% | +112.3% | -34.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling