+6,491.4%
FICO vs WCN
+7,873.9%
-1,382.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | 0.0% |
| 7D | -0.9% | +2.9% | -3.9% | -1.8% |
| 30D | +3.3% | +22.1% | -18.8% | -2.8% |
| 3M | -31.7% | +13.2% | -44.9% | -34.3% |
| 6M | -34.0% | +23.7% | -57.7% | -38.0% |
| YTD | -58.3% | +8.7% | -67.1% | -59.4% |
| 1Y | -57.9% | +15.3% | -73.3% | -59.7% |
| 3Y | -24.1% | +46.0% | -70.1% | -32.2% |
| 5Y | +85.3% | +45.9% | +39.4% | +65.4% |
| 10Y | +520.3% | +311.1% | +209.2% | +336.6% |
| All | +6,491.4% | +7,873.9% | -1,382.5% | +3,188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling