-24.1%
FICO vs WCN
+45.2%
-69.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.4% |
| 7D | -0.9% | +2.9% | -3.9% | -2.7% |
| 30D | +3.3% | +22.1% | -18.8% | -8.6% |
| 3M | -31.7% | +13.2% | -44.9% | -36.7% |
| 6M | -34.0% | +23.7% | -57.7% | -41.3% |
| YTD | -58.3% | +8.7% | -67.1% | -60.4% |
| 1Y | -57.9% | +15.3% | -73.3% | -61.2% |
| 3Y | -24.1% | +46.0% | -70.1% | -37.5% |
| All | -24.1% | +45.2% | -69.2% | -37.5% |
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