-23.6%
FPS vs WCC
+11.6%
-35.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | 0.0% | -9.8% | -9.8% |
| 7D | +21.6% | +14.2% | +7.4% | +4.6% |
| 30D | -38.8% | -9.8% | -28.9% | -28.2% |
| 3M | -42.1% | -10.1% | -32.0% | -31.8% |
| 6M | -48.5% | -9.4% | -39.1% | -39.6% |
| All | -23.6% | +11.6% | -35.2% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling