-38.6%
FICO vs WEC
+1.8%
-40.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.7% |
| 7D | -19.2% | -0.3% | -18.9% | -19.2% |
| 30D | -14.6% | -1.3% | -13.3% | -14.8% |
| 3M | -20.1% | -3.9% | -16.2% | -19.9% |
| 6M | -36.3% | -8.3% | -28.0% | -36.8% |
| YTD | -44.9% | +3.1% | -47.9% | -42.7% |
| 1Y | -38.6% | +1.9% | -40.6% | -29.8% |
| All | -38.6% | +1.8% | -40.4% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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