+545.7%
FICO vs WEC
+186.5%
+359.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +9.4% | +12.8% | -3.3% | +5.1% |
| 3M | -30.4% | +11.2% | -41.6% | -32.9% |
| 6M | -35.1% | +6.6% | -41.7% | -36.6% |
| YTD | -56.8% | +13.8% | -70.6% | -58.8% |
| 1Y | -58.4% | +7.6% | -66.0% | -59.6% |
| 3Y | -26.7% | +62.2% | -88.9% | -39.4% |
| 5Y | +88.0% | +52.0% | +36.1% | +57.6% |
| 10Y | +545.7% | +189.4% | +356.3% | +344.0% |
| All | +545.7% | +186.5% | +359.2% | +344.0% |
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