-80.9%
FIG vs WCC
+79.0%
-160.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.4% |
| 7D | -14.5% | +6.8% | -21.3% | -13.9% |
| 30D | -13.3% | -3.0% | -10.3% | -13.4% |
| 3M | +7.4% | +0.2% | +7.2% | +8.7% |
| 6M | -27.8% | +33.2% | -60.9% | -31.8% |
| YTD | -41.1% | +45.8% | -86.9% | -48.3% |
| 1Y | -58.7% | +68.4% | -127.1% | -65.4% |
| All | -80.9% | +79.0% | -160.0% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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