-58.8%
FICO vs WCN
+16.1%
-74.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.4% |
| 7D | -0.1% | +1.2% | -1.2% | -0.9% |
| 30D | +8.4% | +24.6% | -16.2% | -7.3% |
| 3M | -30.5% | +14.2% | -44.7% | -36.6% |
| 6M | -35.7% | +25.7% | -61.4% | -43.8% |
| YTD | -57.2% | +9.3% | -66.5% | -59.2% |
| All | -58.8% | +16.1% | -74.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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