+104,095.6%
FICO vs WEC
+3,978.4%
+100,117.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.4% |
| 7D | -19.2% | -0.3% | -18.9% | -19.1% |
| 30D | -14.6% | -1.3% | -13.3% | -14.2% |
| 3M | -20.1% | -3.9% | -16.2% | -18.9% |
| 6M | -36.3% | -8.3% | -28.0% | -34.4% |
| YTD | -44.9% | +3.1% | -47.9% | -45.7% |
| 1Y | -38.6% | +1.9% | -40.6% | -39.5% |
| 3Y | +4.0% | +41.9% | -37.9% | -10.7% |
| 5Y | +99.5% | +30.8% | +68.7% | +75.1% |
| 10Y | +604.7% | +141.9% | +462.8% | +372.8% |
| All | +104,095.6% | +3,978.4% | +100,117.1% | +41,731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling