-57.9%
FICO vs WCN
+14.2%
-72.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.5% |
| 7D | -0.9% | +2.9% | -3.9% | -2.9% |
| 30D | +3.3% | +22.1% | -18.8% | -10.4% |
| 3M | -31.7% | +13.2% | -44.9% | -37.4% |
| 6M | -34.0% | +23.7% | -57.7% | -41.8% |
| YTD | -58.3% | +8.7% | -67.1% | -60.1% |
| 1Y | -57.9% | +15.3% | -73.3% | -62.0% |
| All | -57.9% | +14.2% | -72.2% | -62.0% |
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