-80.3%
FIG vs WCC
+81.4%
-161.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.2% | -5.5% |
| 7D | -16.4% | +8.5% | -24.8% | -15.7% |
| 30D | -2.3% | -1.0% | -1.3% | -2.3% |
| 3M | +7.8% | +2.1% | +5.7% | +9.2% |
| 6M | -21.8% | +36.8% | -58.7% | -26.4% |
| YTD | -39.1% | +47.7% | -86.8% | -46.5% |
| 1Y | -56.6% | +66.5% | -123.2% | -64.1% |
| All | -80.3% | +81.4% | -161.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling