+531.6%
FICO vs WEC
+178.6%
+353.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +8.4% | +12.9% | -4.5% | +4.1% |
| 3M | -30.5% | +9.8% | -40.3% | -32.7% |
| 6M | -35.7% | +6.7% | -42.5% | -37.3% |
| YTD | -57.2% | +14.0% | -71.2% | -59.2% |
| 1Y | -58.4% | +7.3% | -65.7% | -59.6% |
| 3Y | -24.8% | +63.8% | -88.6% | -38.1% |
| 5Y | +79.3% | +54.8% | +24.5% | +49.2% |
| 10Y | +531.6% | +185.7% | +345.9% | +334.6% |
| All | +531.6% | +178.6% | +353.0% | +334.6% |
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