+101.7%
FICO vs WEC
+31.0%
+70.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.5% |
| 7D | -19.2% | -0.3% | -18.9% | -19.1% |
| 30D | -14.6% | -1.3% | -13.3% | -14.4% |
| 3M | -20.1% | -3.9% | -16.2% | -19.3% |
| 6M | -36.3% | -8.3% | -28.0% | -35.0% |
| YTD | -44.9% | +3.1% | -47.9% | -45.5% |
| 1Y | -38.6% | +1.9% | -40.6% | -39.3% |
| 3Y | +4.0% | +41.9% | -37.9% | -8.6% |
| All | +101.7% | +31.0% | +70.7% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling