+541.4%
FICO vs WEC
+197.9%
+343.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +2.2% | +2.3% | -0.1% | +1.5% |
| 30D | +0.1% | +11.1% | -11.0% | -3.4% |
| 3M | -35.2% | +8.4% | -43.6% | -37.0% |
| 6M | -32.4% | +7.5% | -39.9% | -34.1% |
| YTD | -57.4% | +15.3% | -72.7% | -59.6% |
| 1Y | -58.5% | +9.7% | -68.3% | -60.0% |
| 3Y | -28.9% | +64.7% | -93.5% | -41.5% |
| 5Y | +91.7% | +57.3% | +34.4% | +58.7% |
| All | +541.4% | +197.9% | +343.5% | +337.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling