+7,375.2%
FICO vs WCC
+1,380.5%
+5,994.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +3.2% |
| 7D | -0.3% | -21.9% | +21.6% | +5.5% |
| 30D | +1.7% | -25.4% | +27.1% | +8.3% |
| 3M | -35.2% | -23.1% | -12.1% | -31.9% |
| 6M | -33.7% | -18.1% | -15.6% | -32.7% |
| YTD | -58.2% | +17.7% | -75.8% | -61.9% |
| 1Y | -56.6% | +12.4% | -69.0% | -60.1% |
| 3Y | -24.0% | +105.9% | -129.8% | -42.9% |
| 5Y | +86.1% | +116.8% | -30.7% | +32.7% |
| 10Y | +522.8% | +456.1% | +66.7% | +215.9% |
| All | +7,375.2% | +1,380.5% | +5,994.7% | +2,838.5% |
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