+9,751.4%
FICO vs WCC
+1,713.7%
+8,037.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.9% | -20.6% | -17.6% |
| 7D | -19.2% | +4.5% | -23.7% | -20.2% |
| 30D | -14.6% | -5.8% | -8.8% | -13.7% |
| 3M | -20.1% | -3.7% | -16.4% | -21.0% |
| 6M | -36.3% | +23.1% | -59.4% | -41.6% |
| YTD | -44.9% | +44.2% | -89.0% | -51.7% |
| 1Y | -38.6% | +62.1% | -100.7% | -48.2% |
| 3Y | +4.0% | +121.1% | -117.1% | -22.4% |
| 5Y | +99.5% | +214.0% | -114.4% | +30.8% |
| 10Y | +604.7% | +472.8% | +131.9% | +257.4% |
| All | +9,751.4% | +1,713.7% | +8,037.6% | +3,624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling