+101.7%
FICO vs WCN
+30.3%
+71.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.0% |
| 7D | -19.2% | -0.6% | -18.5% | -18.7% |
| 30D | -14.6% | +0.4% | -15.0% | -14.7% |
| 3M | -20.1% | +7.3% | -27.4% | -22.8% |
| 6M | -36.3% | -2.5% | -33.8% | -35.0% |
| YTD | -44.9% | -5.4% | -39.5% | -42.9% |
| 1Y | -38.6% | -8.5% | -30.2% | -35.3% |
| 3Y | +4.0% | +20.8% | -16.8% | -8.8% |
| All | +101.7% | +30.3% | +71.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling