+92.9%
FICO vs WEC
+53.2%
+39.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +4.0% | -0.5% | +4.5% | +4.1% |
| 30D | -1.5% | +12.0% | -13.5% | -4.5% |
| 3M | -29.8% | +11.1% | -40.9% | -31.8% |
| 6M | -33.3% | +6.0% | -39.2% | -34.4% |
| YTD | -56.9% | +14.3% | -71.2% | -58.6% |
| 1Y | -59.5% | +8.0% | -67.4% | -60.4% |
| 3Y | -26.9% | +62.8% | -89.7% | -38.9% |
| 5Y | +92.9% | +55.3% | +37.6% | +57.0% |
| All | +92.9% | +53.2% | +39.8% | +57.0% |
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 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