-29.1%
FICO vs WCN
+52.1%
-81.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | -0.8% | +26.4% | -27.2% | -14.1% |
| 3M | -31.3% | +17.5% | -48.8% | -37.7% |
| 6M | -33.9% | +28.7% | -62.7% | -42.6% |
| YTD | -57.6% | +11.5% | -69.1% | -60.3% |
| 1Y | -59.7% | +15.9% | -75.5% | -63.0% |
| All | -29.1% | +52.1% | -81.2% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling